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Job Title:  RA-RLS-FIRR-AM-.Net

Job requisition ID ::  10000
Date:  Oct 14, 2021
Location:  Delhi
Designation:  Assistant Manager
Entity:  Deloitte Touche Tohmatsu India LLP

What impact will you make?

Every day, your work will make an impact that matters, while you thrive in a dynamic culture of inclusion, collaboration and high performance.

As the undisputed leader in professional services, Deloitte is where you’ll find unrivaled opportunities to succeed and realize your full potential Deloitte is where you’ll find unrivaled opportunities to succeed and realize your full potential.

 

The Team

 

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.

 

Work you’ll do

 

In our Financial Risk Advisory team you’ll build and nurture positive working relationships with teams and clients with the intention to exceed client expectations.

You’ll: 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

 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. 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.

 Professional certifications like CFA and FRM would be highly desirable

 Quantitative training and strong problem solving skills are necessary.

 Technology experience would be required in at least one statistical tool (SAS, R, MATLAB etc.) and programming knowledge (C++, Java etc.) would be desirable.