Deputy Manager | Regulatory, Risk & Forensic – Regulatory and Financial Risk | Credit Risk
Location: Pan India
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 explicit findings, limitations, and remediation actions
Support regulatory engagements, addressing model findings, remediation evidence, and audit requests
Partner with Model Development, Credit Policy, Data Governance, and Capital Management teams to ensure models are fit-for-purpose

📌 Consultant (Mumbai)
🏢 Deloitte
📍 Mumbai