Join a dynamic team focused on mitigating risk and uncovering opportunities within Deloitte's Strategy, Risk & Transaction practice. This role is integral to building robust frameworks that ensure regulatory compliance and drive effective risk measurement for financial institutions. You'll be at the forefront of developing and validating sophisticated models crucial for credit, market, and liquidity risk management.

Key responsibilities include developing and validating advanced risk measurement models for credit, market, and liquidity risk. You will also be instrumental in building frameworks for regulatory compliance (e.g., Basel, IFRS9, IFRS17) and implementing necessary regulatory change programs. Designing and executing capital management strategies and tools, alongside developing credit rating/scoring methodologies and stress testing models, are central to this position.

We are seeking candidates with a Master's degree or higher in a quantitative field such as Finance, Statistics, Mathematics, or Engineering. Proven experience of 6 to 9 years in modeling or validating Wholesale IRB capital models, IFRS9, or Climate Risk Modelling within large banking organizations is essential. Strong technical proficiency in Python, R, SAS, and SQL, coupled with a solid understanding of credit modeling statistics, is required. An effective challenge mindset, high attention to detail, and strong stakeholder management skills are also highly valued.