Join Deloitte's Strategy, Risk & Transaction team in Pune as a Manager for Business Analysis in Regulatory and Financial Risk. This role is instrumental in helping entities navigate complex risks and uncover new avenues for value creation. Our team's expertise covers a broad spectrum of risk management, from strategic C-suite challenges and board oversight to financial policies and cybersecurity threats.

Key responsibilities include developing and validating sophisticated risk measurement models for credit, market, and liquidity risk. You will also build robust frameworks to ensure adherence to critical regulatory compliance standards such as Basel, LIBOR transition, Risk Based Supervision, IFRS9, and IFRS17. Furthermore, you'll be involved in implementing regulatory change programs, and designing and deploying effective capital management strategies and tools.

A significant part of this role involves developing and validating credit risk management models, encompassing credit rating/scoring methodologies, Basel IRB models (PD, LGD, EAD), stress testing/CCAR models, and IFRS9/USGAAP impairment models.

We are seeking candidates with a mindset geared towards effective challenge and independent risk oversight, coupled with meticulous attention to detail and strong documentation discipline. Excellent stakeholder influencing and relationship management skills are crucial, as is the ability to expertly manage multiple validations within demanding timelines.

Ideal candidates will possess a Master’s degree or higher in a quantitative field such as Quantitative Finance, Statistics, Mathematics, or Engineering. A minimum of 3 to 5 years of experience is required, with a focus on modeling or validation of Wholesale IRB capital models, IFRS9, or Climate Risk Modelling within large banking institutions. Proficiency in Python, R, SAS, and SQL, along with a solid understanding of credit modeling statistics, is essential.