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Deloitte

Deloitte | Deputy Manager | Credit Risk Quant | Delhi | Regulatory & Financial Risk

Delhi / Kolkata, India · Not specified by employer.

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Job Highlights

Your work profile

  • This candidate will be responsible for IFRS9 credit risk model validation (esp.
  • The candidate needs to have a good understanding of risk data and modelling, IFRS9 regulation, products, risk data flows from customer and product systems.
  • 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.

Key skills required

  • Strong coding skills in SAS and Python.
  • 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.
  • Good understanding and interpretation of IFRS9 regulations.
  • Good understanding of wholesale credit risk environment (e. g. products).
  • 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.

About the company

Deloitte

Deloitte is one of the Big Four professional services networks, offering audit and assurance, tax, consulting, financial advisory and risk advisory services. The firm traces its roots to William Welch Deloitte, who opened an accounting practice in London in 1845.

In India, Deloitte works through member firms such as Deloitte Haskins & Sells LLP and Deloitte Touche Tohmatsu India LLP. Both are among the largest recruiters of chartered accountants for audit, tax, risk advisory, transactions and consulting roles.

  • Industry: Audit, tax, consulting and advisory (Big Four)
  • Headquarters: London, UK
  • In India: Deloitte member firms in India with offices in major cities
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