Deputy Manager | Credit Risk Quant | Kolkata | Regulatory & Financial Risk

Deloitte

5+ yrs Kolkata Full Time Work from office
Deloitte logo
Posted : 1 week ago
Actively hiring

Job description

Join Deloitte Touche Tohmatsu India LLP as a Deputy Manager in our Regulatory & Financial Risk team, based in Kolkata. This role is pivotal in driving innovation and transformation within our client-facing practice. We deliver comprehensive strategy and implementation solutions, blending business and technology perspectives to help clients excel in their competitive markets. Explore how our Risk Regulatory & Forensic Practice makes a difference.

Responsibilities

As a Deputy Manager within the RRF team, you will cultivate strong relationships with colleagues and clients, consistently aiming to surpass expectations. Your primary focus will be on IFRS9 credit risk model validation, specifically supporting LGD/EAD models with data. This involves a deep understanding of risk data, IFRS9 regulations, various financial products, and data flows from customer and product systems.

Qualifications

This position demands robust coding proficiency in SAS and Python, alongside extensive experience with databases and credit risk systems. You will collaborate with numerous stakeholders across the Bank to ensure model development is compliant and fit for purpose. A minimum of 5 years of experience in modelling and data analysis, with significant exposure to wholesale credit models and methodologies (PD, LGD, EAD for IFRS9), is essential. The ability to take ownership, resolve complex data issues, and manage projects under tight deadlines is crucial. A strong quantitative background, meticulous attention to detail, and excellent communication skills are expected. Fluency in French, both written and spoken, would be a significant advantage.

Essential Skills

SASPythonIFRS9Credit Risk ModellingData AnalysisWholesale Credit Risk

Good to Have

French

Highlights

  • Actively hiring

More Details

RoleDeputy Manager | Credit Risk Quant | Kolkata | Regulatory & Financial Risk
IndustryRegulatory & Financial Risk
DepartmentCredit Risk Quant
Employment TypeFull Time, Work from office

About the Company

Deloitte logo

Deloitte

Regulatory & Financial Risk