Manager | Business Analyst Regulatory | Pune | Regulatory & Financial Risk

Manager | Business Analyst Regulatory | Pune | Regulatory & Financial Risk • Job requisition ID : 110618 • Location : Pune • Entity : Deloitte Touche Tohmatsu India LLP The Team Deloitte Strategy, Risk & Transaction helps entities mitigate risk while discovering new opportunities to create value. Our end-to-end risk services span all domains, from managing strategic risks in the C-Suite to improving board oversight, and from balancing financial and environmental policies to addressing cyber threats. Learn more about Risk, Regulatory & Forensic ) Your work profile • Develop and validate risk measurement models for credit, market and liquidity risk • Build frameworks to ensure regulatory compliance (Basel, LIBOR transition, Risk Based Supervision, IFRS9, IFRS17 etc.) • Implement regulatory change programs • Design and implement capital management strategies and tools • Develop and validate risk measurement models for credit risk management covering: • Credit rating / scoring methodologies • Basel IRB models (PD, LGD, EAD etc.) • Stress Testing/CCAR models • IFRS9/USGAAP Impairment models Key skills required: • Effective challenge and independent risk oversight mindset • High attention to detail and documentation discipline • Stakeholder influencing and relationship management • Ability to manage multiple validations under tight timelines • Desired qualifications Master’s degree or higher in Quantitative Finance, Statistics, Mathematics, Engineering, or related field • 3 to 5 years of experience in modelling or validation of Wholesale IRB capital models, IFRS9, Climate Risk Modelling experience within large banking organizations • Strong technical skills in Python, R, SAS, SQL and knowledge of credit modelling statistics