Deputy Manager | Credit Risk | Delhi | Regulatory & Financial Risk
• Job requisition ID : 104764
• Location: Delhi
• Entity: Deloitte Touche Tohmatsu India LLP

Deputy Manager | Regulatory, Risk & Forensic – Regulatory and Financial Risk | Credit Risk Quants
- Location: Gurgaon

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
- Perform independent validation of Advanced IRB / Foundation IRB models including:
- PD, LGD, EAD, and CCF modelling methodologies
- Rating system design and performance
- RWA attribution and capital impact assessment
- Assess model methodologies and assumptions for diverse wholesale product exposures including:
- Corporate and SME lending (term loans, revolving credit, working capital facilities)




- Project and infrastructure finance
- Financial institutions & sovereign portfolios
- Commercial Real Estate (CRE) and income-producing real estate
- Trade finance, supply chain, and asset-based lending
- Leveraged finance and private capital exposures
- Evaluate model conceptual soundness, data representativeness, risk differentiation, and calibration methodology
- Review and challenge:
- Model segmentation, overrides, downturn calibration, and economic cycle considerations
- Treatment of collateral, guarantees, credit mitigants, and default definitions
- Regulatory compliance with Basel III/IV IRB requirements and regional supervisory rules
- Conduct model performance testing including:
- Discriminatory power, back-testing, stability monitoring, sensitivity, and benchmarking
- Prepare high-quality validation documentation with transparent findings, limitations, and remediation actions
- Support regulatory

📌 Deputy Manager | Credit Risk | Delhi | Regulatory (Gurugram)
🏢 Deloitte
📍 Gurugram