| Job Title | Deputy Manager – Credit Risk Quant |
| Company | Deloitte Touche Tohmatsu India LLP |
| Job Requisition ID | 106846 |
| Location | Kolkata |
| Practice | Regulatory & Financial Risk |
| Role Focus | Credit risk modelling, IFRS9 model validation and risk data analysis |
| Experience | 5+ years in modelling/data experience |
| Key Requirement | Experience in wholesale credit risk modelling across PD, LGD and EAD for IFRS9 |
| Key Responsibilities | Support IFRS9 credit risk model validation, especially LGD and EAD |
| Analyze and support credit risk model data and methodology |
| Understand risk data flows from customer and product systems |
| Work with bank stakeholders to ensure compliant and fit-for-purpose model development |
| Identify, investigate and resolve complex data-related issues |
| Apply strong database and credit risk systems knowledge |
| Technical Skills | SAS and Python |
| Risk Knowledge | IFRS9, Wholesale Credit Risk, PD, LGD and EAD |
| Product Knowledge | Understanding of wholesale credit risk products and environment |
| Quantitative Skills | Strong quantitative and analytical background |
| Project Skills | Ability to manage complex projects within tight deadlines |
| Communication | Ability to explain technical concepts effectively |
| Documentation | Strong documentation, presentation and communication skills |
| Preferred Language Skills | French and English fluency advantageous |
| Key Competencies | Attention to Detail, Accuracy, Problem Solving, Stakeholder Management and Teamwork |
| Apply | Apply Now |
