Join a dynamic team focused on mitigating risk and identifying new opportunities for value creation within Deloitte's Strategy, Risk & Transaction practice. This role involves end-to-end risk services, from strategic C-suite risks to financial policies and cyber threats, within the Risk, Regulatory & Forensic domain.

This Associate Director position is key to developing and validating sophisticated risk measurement models for credit, market, and liquidity risk. You will be instrumental in building robust frameworks to ensure compliance with crucial regulations such as Basel, LIBOR transition, Risk Based Supervision, IFRS9, and IFRS17. The role also includes implementing regulatory change initiatives and designing effective capital management strategies.

Develop and validate advanced risk measurement models for credit, market, and liquidity risk.

Construct comprehensive frameworks to ensure adherence to key regulatory requirements, including Basel, LIBOR transition, Risk Based Supervision, IFRS9, and IFRS17.

Spearhead the implementation of regulatory change programs to adapt to evolving financial landscapes.

Design and deploy effective capital management strategies and tools for robust financial planning.

Create and validate credit rating/scoring methodologies, Basel IRB models (PD, LGD, EAD), Stress Testing/CCAR models, and IFRS9/USGAAP Impairment models.

A Master's degree or higher in a quantitative field such as Finance, Statistics, Mathematics, or Engineering is required.

Possess 9 to 12 years of experience in modeling or validation of Wholesale IRB capital models, IFRS9, or Climate Risk Modelling within large banking organizations.

Demonstrate strong technical proficiency in Python, R, SAS, and SQL, coupled with a solid understanding of credit modelling statistics.

Exhibit an effective challenge and independent risk oversight mindset, coupled with high attention to detail and documentation discipline.

Showcase excellent stakeholder influencing and relationship management abilities, along with the capacity to manage multiple validations under tight deadlines.