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

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

• Job requisition ID : 105908
• Location: Pune
• Entity: Deloitte Touche Tohmatsu India LLP

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: