Deloitte | Manager | Credit Risk Quant | Bengaluru | Regulatory & Financial Risk

Your work profile

• The Team Deloitte Strategy, Risk & Transaction helps entities mitigate risk while discovering new opportunities to create value.
• 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.
• Strong technical skills in Python, R, SAS, SQL and knowledge of credit modelling statistics.

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