Martin Gombert is a Director in Model Risk Management at Commerzbank AG with more than 15 years of experience in the financial industry, spanning quantitative model development, model validation and regulatory risk management. He currently serves as Project Manager for Model Risk Management and leads the ongoing implementation of a bank-wide model risk management environment. A central element of this role is the support of AI governance workstreams, including the validation of AI-based applications.
Previously, Martin Gombert served for several years as Head of Model Validation at Commerzbank in Frankfurt, with responsibility for validating material risk and non-risk models of the bank, in particular also those that are AI-based. In this role, he established validation methodologies, infrastructure, and governance structures in the context of regulatory initiatives such as EU AI Act, TRIM and BCBS 239.
When Martin Gombert moved to Commerzbank AG after several years at SAP AG working as a product manager and owner of software products for international banks’ risk management, he initially started his role there as a developer of quantitative risk models and methodologies. Over several years he was involved in the design and development of rating and portfolio models as well as in the risk assessment of the bank’s own securitization transactions.
Martin Gombert holds a PhD in Mathematics; his academic work covers topics in the field of delayed dynamical systems.
