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