Join Deloitte's Regulatory & Financial Risk team in Bengaluru as a Manager in Credit Risk Quant. This role focuses on developing and validating sophisticated risk measurement models for credit, market, and liquidity risk.

You will play a key role in building frameworks for regulatory compliance, including Basel, LIBOR transition, Risk Based Supervision, IFRS9, and IFRS17. The position also involves implementing regulatory change programs and designing capital management strategies.

Develop and validate advanced risk measurement models for credit, market, and liquidity risk.

Construct robust frameworks to ensure adherence to key regulatory requirements such as Basel, LIBOR transition, Risk Based Supervision, IFRS9, and IFRS17.

Drive the implementation of crucial regulatory change programs.

Design and implement effective capital management strategies and associated tools.

Conduct detailed validation of risk measurement models for credit risk, encompassing credit rating/scoring methodologies, Basel IRB components (PD, LGD, EAD), stress testing/CCAR models, and IFRS9/USGAAP impairment models.

A Master's degree or higher is desired in fields such as Quantitative Finance, Statistics, Mathematics, or Engineering.

Requires 6 to 9 years of experience in modelling or validating Wholesale IRB capital models, IFRS9, or Climate Risk Modelling within large banking organizations.

Possess strong technical proficiency in Python, R, SAS, and SQL, coupled with a solid understanding of credit modelling statistics.

Essential soft skills include an effective challenge and independent risk oversight mindset, high attention to detail, strong documentation discipline, excellent stakeholder influencing, and relationship management abilities.

Must be capable of managing multiple validation projects concurrently under strict deadlines.