Join Deloitte as a Manager in our Business Analyst Regulatory team, focusing on Regulatory & Financial Risk in Pune. This role is integral to developing and validating sophisticated risk measurement models and ensuring robust regulatory compliance for leading financial institutions.

This position offers a dynamic environment where you'll contribute to strategic risk management and value creation, addressing challenges from C-suite strategic risks to cyber threats. Be part of a team that shapes the future of financial risk advisory.

Develop and validate advanced risk measurement models for credit, market, and liquidity risk. Build comprehensive frameworks to ensure adherence to regulatory standards such as Basel, LIBOR transition, Risk Based Supervision, IFRS9, and IFRS17. Successfully implement regulatory change programs and design effective capital management strategies. Refine and validate credit risk models, including credit rating/scoring methodologies, Basel IRB models (PD, LGD, EAD), stress testing/CCAR models, and IFRS9/USGAAP impairment models.

A Master's degree or higher in Quantitative Finance, Statistics, Mathematics, Engineering, or a related field is desired. Requires 3 to 5 years of hands-on experience in modeling or validation of Wholesale IRB capital models, IFRS9, and Climate Risk Modelling within large banking organizations. Possess strong technical proficiency in Python, R, SAS, and SQL, coupled with a solid understanding of credit modeling statistics. Essential soft skills include an effective challenge and independent risk oversight mindset, high attention to detail, strong documentation discipline, and excellent stakeholder influencing and relationship management abilities. Demonstrated capacity to manage multiple validation projects efficiently under tight deadlines is crucial.