Join our Regulatory & Financial Risk team as a Deputy Manager, Credit Risk Quant, in Delhi. This role is pivotal in driving innovation and transformation within the financial risk domain. You will be instrumental in solving complex client issues, delivering both strategic and technological solutions.

As part of Deloitte's Risk Regulatory & Forensic Practice, you will contribute to a leading team known for its impactful client work and commitment to excellence.

As a Deputy Manager in our RRF team, you will cultivate strong client relationships and ensure exceptional service delivery. Your core responsibilities include:

- Providing data support for IFRS9 credit risk model validation, focusing on LGD/EAD components. - Leveraging a robust understanding of risk data, modeling, IFRS9 regulations, and financial products. - Working closely with various stakeholders across the bank to ensure compliant and effective model development. - Taking ownership of complex data-related challenges and driving them to resolution.

We are seeking a candidate with a minimum of 5 years of modeling and data experience, particularly in wholesale credit risk data and methodologies for PD, LGD, and EAD within an IFRS9 framework.

Essential technical skills include strong proficiency in SAS and Python for data analysis and modeling, coupled with extensive experience in databases and credit risk systems. A solid grasp of IFRS9 regulations and the wholesale credit risk environment is crucial. Furthermore, the ability to manage intricate projects under tight deadlines and communicate technical concepts clearly is vital for success in this role.