17 Aug
|
Deloitte
|
Bengaluru
17 Aug
Deloitte
Bengaluru
Assistant Manager | SRT| RRF| Regulatory and Financial Risk | Credit Risk
Location: Bangalore
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 threat s. Learn more about Risk, Regulatory & Forens i c)
Qualifications
Bachelor’s or Master’s degree in Finance, Economics, Statistics, Mathematics, Engineering, or related fields
Solid understanding of credit risk concepts, credit risk modelling techniques, and financial regulations
Experience in model validation, model risk management, or credit risk analytics within banking or consulting environments
Familiarity with statistical tools and programming languages such as SAS, R, Python, or MATLAB is a plus.
Knowledge of regulatory frameworks like Basel accords, IFRS 9, CCAR, or equivalent
Strong analytical and problem-solving skills with attention to detail
Excellent communication skills to interact effectively with clients and stakeholders
Ability to work in a fast-paced, team-oriented consulting environment
Prior experience with credit risk models such as Probability of Default (PD), Loss Given Default (LGD), Exposure at Default (EAD), IRB or IFRS 9 models is highly desirable
Your work
Work Conduct comprehensive validation and review of credit risk models (e.g., PD, LGD, EAD, IRB and IFRS 9 models) to assess model design, methodology, and implementation effectiveness.
Identify and assess model risks including data quality issues, assumptions, parameter stability, and governance
Collaborate with client risk teams to understand model frameworks, assumptions, and documentation
Support development and enhancement of credit risk measurement frameworks and governance policies
Perform backtesting, benchmarking, sensitivity analysis, and stress testing to
📌 Hiring for credit risk (Bengaluru)
🏢 Deloitte
📍 Bengaluru