Job Title:  Associate Director | Credit Risk | Gurugram | Regulatory & Financial Risk

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:  

• Effective challenge and independent risk oversight mindset 

• High attention to detail and documentation discipline 

• Stakeholder influencing and relationship management 

• Ability to manage multiple validations under tight timelines 

• Desired qualifications Master’s degree or higher in Quantitative Finance, Statistics, Mathematics, Engineering, or related field 

• 9 to 12 years of experience in modelling or validation of Wholesale IRB capital models, IFRS9, Climate Risk Modelling experience within large banking organizations 

• Strong technical skills in Python, R, SAS, SQL and knowledge of credit modelling statistics