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

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