Join our Regulatory & Financial Risk team as a Deputy Manager specializing in Credit Risk Quantification. This role is pivotal in developing and validating sophisticated models essential for market risk, counterparty credit risk, and pricing.

Deloitte's Strategy, Risk & Transaction group empowers entities to navigate risks and uncover value. Our comprehensive risk services cover strategic C-suite risks, board oversight, financial and environmental policies, and cyber threats.

Develop, review, and validate market risk models (FRTB IMA, SA, Basel 2.5) and counterparty credit risk models.

Conduct independent assessments of pricing models, stress testing models (CCAR, DFAST, ICAAP), and exposure models.

Evaluate model inputs, assumptions, and conceptual soundness, performing performance testing, benchmarking, and back-testing.

Prepare detailed validation and model risk reports in line with regulatory standards.

A Master's degree in a quantitative field such as Finance, Mathematics, Statistics, Economics, or Engineering is required. An MBA is also acceptable.

Candidates should possess 5-8 years of relevant professional experience. Strong knowledge of market risk metrics (VaR, Expected Shortfall, FRTB) and counterparty credit risk metrics (EPE, EE, PFE, SA-CCR) is crucial.

A solid understanding of stochastic calculus, probability theory, numerical methods, statistical techniques, and financial derivatives is essential. Experience with FRTB, Basel 2.5, and stress testing frameworks like CCAR or DFAST is highly valued. Certifications like FRM, CFA, or CQF are advantageous.