Join Deloitte's Regulatory & Financial Risk team in Delhi as an Assistant Manager in Credit Risk Quant. This role is critical in developing and validating sophisticated risk measurement models.

You will be instrumental in building robust frameworks for regulatory compliance, including Basel, LIBOR transition, and IFRS9. The position offers a dynamic environment to implement regulatory change programs and design effective capital management strategies.

Develop and validate risk measurement models for credit, market, and liquidity risk. Build frameworks ensuring regulatory compliance (e.g., Basel, LIBOR transition, Risk Based Supervision, IFRS9, IFRS17). Implement regulatory change programs and design capital management strategies. Focus on credit risk models, including rating/scoring methodologies, Basel IRB models, Stress Testing/CCAR, and IFRS9/USGAAP Impairment models.

Requires 3 to 5 years of experience in modelling or validation of Wholesale IRB capital models, IFRS9, or Climate Risk Modelling within large banking organizations. Possess strong technical proficiency in Python, R, SAS, and SQL, with a solid understanding of credit modelling statistics. A Master’s degree or higher in Quantitative Finance, Statistics, Mathematics, Engineering, or a related field is desired. Key attributes include an effective challenge and independent risk oversight mindset, high attention to detail, and strong stakeholder influencing skills. Ability to manage multiple validations under tight deadlines is essential.