Manager | Business Analyst Regulatory | Pune | Regulatory & Financial Risk

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

About the role

Manager | Business Analyst Regulatory | Pune | Regulatory & Financial Risk • Job requisition ID : 110618  • Location: Pune • 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