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

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

• Location:  Kolkata 

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