Deputy Manager | Credit Risk Quant | Gurgaon | Regulatory & Financial Risk

• Job requisition ID : 105909 

• Location: Gurugram

• Entity: Deloitte Touche Tohmatsu India LLP 

Deputy Manager| SRT- RRF| Credit Risk Quant

·      Location:  Kolkata

The team

Innovation, transformation and leadership occur in many ways. At Deloitte, our ability to help solve clients’  most complex issues is distinct. We deliver strategy and implementation, from a business and technology view, to help you lead in the markets where you compete. Learn more about our Risk Regulatory & Forensic Practice.

Your work profile

As a Deputy Manager in our RRF team you’ll build and nurture positive working relationships with teams and clients with the intention to exceed client expectations. You’ll:

·      This candidate will be responsible for IFRS9 credit risk model validation (esp. LGD/EAD) data support within.

·      The candidate needs to have a good understanding of risk data and modelling, IFRS9 regulation, products, risk data flows from customer and product systems.

·      Strong coding skills in SAS and Python.

·      There is a need to work with several stakeholders within the Bank to ensure compliant and fit for purpose model development.

·      Minimum 5+ years modelling/data experience with good exposure to wholesale credit model data and methodology across PD, LGD and EAD for IFRS9 modelling

·      Proven ability to take ownership of topics and solve complex data related issues.

·      Strong database and credit risk systems experience including coding in SAS and Python.

Key skills required: 

In order to be considered for the role, your competencies will cover the broad scope of business modelling services, leveraging your professional background and skills such as:

·      Good understanding and interpretation of IFRS9 regulations.

·      Good understanding of wholesale credit risk environment (e.g. products)

·      Strong quantitative background.

·      Good attention to detail and accuracy.

·      Good coding skills in SAS and Python.

·      Ability to manage complex projects to a tight deadline.

·      Ability to communicate technical concepts effectively.

·      Ability to work as part of a team with key stakeholders.

·      Excellent documentation, presentation and communication skills.

·      Fluency in written and in spoken French and English would be advantageous.