Assistant Manager | Credit Risk Quant | Bangalore | Regulatory & Financial Risk

• Job requisition ID : 105694 

• Location: Bengaluru

• Entity: Deloitte Touche Tohmatsu India LLP 

The Team

Deloitte Strategy, Risk & Transaction helps entities mitigate risk while discovering new opportunities to create value. Our end-to-end risk services span all domains, from managing strategic risks in the C-Suite to improving board oversight, and from balancing financial and environmental policies to addressing cyber threats. Learn more about Risk, Regulatory & Forensic)

Your work profile

Develop and validate risk measurement models for credit, market and liquidity risk

Build frameworks to ensure regulatory compliance (Basel, LIBOR transition, Risk Based Supervision, IFRS9, IFRS17 etc.)

Implement regulatory change programs

Design and implement capital management strategies and tools

Develop and validate risk measurement models for credit risk management covering:

Credit rating / scoring methodologies

Basel IRB models (PD, LGD, EAD etc.)

Stress Testing/CCAR models

IFRS9/USGAAP Impairment models

Key skills required: 

Effective challenge and independent risk oversight mindset

High attention to detail and documentation discipline

Stakeholder influencing and relationship management

Ability to manage multiple validations under tight timelines

Desired qualifications Master’s degree or higher in Quantitative Finance, Statistics, Mathematics, Engineering, or related field

3 to 5 years of experience in modelling or validation of Wholesale IRB capital models, IFRS9, Climate Risk Modelling experience within large banking organizations

Strong technical skills in Python, R, SAS, SQL and knowledge of credit modelling statistics