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

Manager| SRT- Regulatory & Financial Risk| Model Validation Quant - CCR

Location:  Hyderabad

The team

Innovation, transformation and leadership occur in many ways. At Deloitte, our ability to help solve clients’  most complex issues is distinct. We deliver strategy and implementation, from a business and technology view, to help you lead in the markets where you compete. Learn more about our Risk Regulatory & Forensic Practice.

Your work profile

As a Manager in our SRT Team you’ll build and nurture positive working relationships with teams and clients with the intention to exceed client expectations: -

·      Supporting Barclays 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

·      Backtesting and bechmarking 

·      Regulatory testing as per Basel requirements and capital impact validation

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