Manager | Model Validation Quant - CCR | Hyderabad | Regulatory & Financial Risk

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

About the role

Manager | Model Validation Quant - CCR | Hyderabad | Regulatory & Financial Risk • Job requisition ID : 103181  • Location: Hyderabad • Entity: Deloitte Touche Tohmatsu India LLP  Manager| SRT- Regulatory & Financial Risk| Model Validation Quant - CCR Location:  Hyderabad   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 Manager in our SRT Team you’ll build and nurture positive working relationships with teams and clients with the intention to exceed client expectations: -   ·      Supporting Barclays on formalizing and documenting CCR testing framework to be followed for model validation.: ·      Review current framework and identify the areas of enhancement ·      List down structured set of tests, validations and controls to be applied to ensure that CCR models are fit for purpose, regulatory compliant and risk sensitive  ·      Ensure that an end to end testing procedure is created and documented in following areas :. ·      Model methodology testing involving assumption testing, risk sensitivity testing (greeks vs exposure response) etc ·      Input data testing involving market data quality, CSA/collateral data, netting set information etc ·      Exposure profile testing ·      Backtesting and bechmarking  ·      Regulatory testing as per Basel requirements and capital impact validation       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:- ·      Strong quantitative and statistical skills with experience of previously working within areas of CCR or market risk. ·      Experience in risk model validation. ·      Able to communicate effectively, both orally and in writing, with multiple stakeholders. ·      Excellent time management and planning skills with experience of working under pressure. ·      Ability to remain organized and able to prioritize multiple incident priorities. ·      Highest standards of personal integrity, professional conduct and ethics. ·      Excellent inter-personal skills with experience of briefing, de-briefing and presenting to senior stakeholders and having effective listening skills. ·      Adept at using MS Office and other software packages. ·      Governance and monitoring ·      Liaise with business stakeholders and understand specific ask for any specific set of models