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
- 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
- Solid technical skills in Python, R, SAS, SQL and knowledge of credit modelling statistics

📌 Assistant Manager | Credit Risk Quant | Bangalore | Regulatory & Financial Risk (Bengaluru)
🏢 Deloitte
📍 Bengaluru