| Company | Deloitte |
| Job Title | Manager – Credit Risk Quant |
| Job Requisition ID | 113015 |
| Location | Bengaluru |
| Entity | Deloitte Touche Tohmatsu India LLP |
| Practice | Regulatory & Financial Risk |
| Experience | 6–9 years |
| Role Focus | Risk Modelling & Validation |
| Risk Areas | Credit, Market and Liquidity Risk |
| Risk Models | Develop and validate risk measurement models |
| Credit Risk | Credit rating/scoring methodologies |
| Basel | Basel IRB models – PD, LGD, EAD |
| Stress Testing | Stress Testing / CCAR models |
| IFRS9 | IFRS9 / US GAAP impairment models |
| Regulatory Compliance | Basel, LIBOR transition, Risk Based Supervision, IFRS9 and IFRS17 |
| Regulatory Change | Implement regulatory change programs |
| Capital Management | Design and implement capital management strategies and tools |
| Risk Oversight | Effective challenge and independent risk oversight |
| Documentation | High attention to detail and strong documentation discipline |
| Stakeholder Management | Stakeholder influencing and relationship management |
| Work Management | Manage multiple validations under tight timelines |
| Preferred Qualification | Master’s degree or higher |
| Preferred Fields | Quantitative Finance, Statistics, Mathematics, Engineering or related field |
| Relevant Experience | Wholesale IRB capital models, IFRS9 and Climate Risk Modelling |
| Industry | Large banking organizations |
| Technical Skills | Python, R, SAS and SQL |
| Statistics | Knowledge of credit modelling statistics |
