Deloitte - AM/DM/Manager - Analytics - Credit Risk Domain

Role overview

Deloitte's Financial Risk practice provides financial risk management solutions to banks, financial institutions and corporate clients. The credit risk analytics area focuses on providing quantitative services to clients in areas of model development and model validation.

Key areas of responsibility :

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

Candidate profile :

General requirements :

- Experience in building or validating IRB, IFRS9, Stress Testing models at consulting firms or Banks

- Should have hands-on experience of using tools such as SAS, R, Python etc.

- Knowledge of programming on C++/Java, etc. would be a strong advantage.

Academic qualifications :

- MBA or equivalent Master's degree in Finance, Statistics, Economics or Mathematics from premier institutes required. Graduates (B.Tech / B.E) with relevant experience can also be considered.