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