Assistant Manager | Model Validation Quant - CCR | Kolkata | Regulatory & Financial Risk
- Job requisition ID : 103180
- Location: Kolkata
- Entity: Deloitte Touche Tohmatsu India LLP
Assistant Manager | Regulatory, Risk & Forensic – Regulatory and Financial Risk | Model Validation Quant - CCR
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
- 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:
- 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:-
- Strong quantitative and statistical skills with experience of previously working within areas of CCR or market risk.
- Experience in risk model validation.
- Able to communicate effectively, both orally and in writing, with multiple stakeholders.
- Excellent time management and planning skills with experience of working under pressure.
- Ability to remain organized and able to prioritize multiple incident priorities.
- Highest standards of personal integrity, professional conduct and ethics.
- Excellent inter-personal skills with experience of briefing, de-briefing and presenting to senior stakeholders and having effective listening skills.
- Adept at using MS Office and other software packages.
- Governance and monitoring
- Liaise with business stakeholders and understand specific ask for any specific set of models
- 3 to 5 years of experience in modelling or validation of Wholesale IRB capital models, IFRS9, Climate Risk Modelling experience within large banking organization
- Desired qualifications Master’s degree or higher in Quantitative Finance, Statistics, Mathematics, Engineering, or related field
