- Job requisition ID : 105909
- Location: Gurugram
- Entity: Deloitte Touche Tohmatsu India LLP
Deputy Manager| SRT- RRF| Credit Risk Quant
- Location: Kolkata
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.
- Solid 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:
- Good understanding and interpretation of IFRS9 regulations.
- Good understanding of wholesale credit risk environment (e.g. products)
- Strong quantitative background.
- Good attention to detail and accuracy.
- Good coding skills in SAS and Python.
- Ability to manage complex projects to a tight deadline.
- Ability to communicate technical concepts effectively.
- Ability to work as part of a team with key stakeholders.
- Excellent documentation, presentation and communication skills.
- Fluency in written and in spoken French and English would be advantageous.