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

Deloitte · ✓ Verified company
📍 Delhi, India · On-site · Full-time

About the role

Deputy Manager | Credit Risk Quant | Delhi | Regulatory & Financial Risk • Job requisition ID : 105909  • Location: Delhi • 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.