Job Title:  Manager | Model Validation Quant - CCR | Hyderabad | Regulatory & Financial Risk

Manager | Regulatory, Risk & Forensic – Regulatory and Financial Risk | Model Validation Quant - CCR

• Location:  Hyderabad

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

• Supporting on formalizing and documenting CCR testing framework to be followed for model validation.:
• Review current framework and identify the areas of enhancement
• List down structured set of tests, validations and controls to be applied to ensure that CCR models are fit for purpose, regulatory compliant and risk sensitive 
• Ensure that an end to end testing procedure is created and documented in following areas :.
• Model methodology testing involving assumption testing, risk sensitivity testing (greeks vs exposure response) etc
• Input data testing involving market data quality, CSA/collateral data, netting set information etc
• Exposure profile testing, Back testing and benchmarking 
• Regulatory testing as per Basel requirements and capital impact validation

Key skills required: 

• Minimum 5-8 years of relevant experience
• 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 
•