IRRBB

Job Description What impact will you make Every day, your work will make an impact that matters, while you thrive in a dynamic culture of inclusion, collaboration and high performance. As the undisputed leader in professional services, Deloitte is where you'll find unrivaled opportunities to succeed and realize your full potential Deloitte is where you'll find unrivaled opportunities to succeed and realize your full potential. The Team Deloitte SRT 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. Work you'll do In our team you'll build and nurture positive working relationships with teams and clients with the intention to exceed client expectations. You'll: - Gather & translate requirements Work with risk officers, treasury, finance, and regulators to elicit, analyse, and document functional and nonfunctional requirements for IRRBB calculations, producing user stories, process flows, and gap analyses. - Design technofunctional solutions Create datamodel mappings and endtoend dataflow diagrams that link corebanking, treasury, and marketdata feeds to the IRRBB analytics engine (repricing, earningsatrisk, economicvalueofequity). - SQL development & optimisation Write complex SQL queries (CTE, window functions, pivot/unpivot) to extract, transform, and load large banking datasets; develop stored procedures, views, and validation scripts; tune performance for millions of rows. - Riskmodel implementation & validation Support the build, backtesting, stresstesting, and documentation of IRRBB models; produce validation and audit artefacts for internal and regulator review. - Reporting & dashboarding Build automated regulatory and management dashboards (Power BI, Tableau, Qlik) using SQLdriven data feeds; ensure timely delivery of reporting packs and exception alerts. - Stakeholder collaboration & agile delivery Act as the bridge between risk, finance, treasury, and IT; participate in sprint planning, daily standups, and retrospectives; facilitate workshops and training on IRRBB concepts and tools. - Continuous improvement Identify dataquality gaps, propose enhancements to valuation methodologies, and drive automation of IRRBB processes to increase efficiency and control efficacy. - Business analysis: Elicit, document, and translate functional and nonfunctional requirements into user stories, process flows, and gapanalysis reports for riskmanagement initiatives. - SQL & data engineering: Write and optimise complex SQL queries to extract, transform, and validate large banking datasets; develop stored procedures, views, and ETL scripts. - Technofunctional design: Create datamodel mappings between core banking, treasury, and riskanalytics platforms; design endtoend data flows for IRRBB calculations (repricing, earningsatrisk, economicvalueofequity). - Risk modelling & validation: Support implementation, backtesting, stresstesting, and documentation of IRRBB models; produce validation and audit artefacts for internal and regulator review. - Reporting & visualisation: Build automated regulatory and management dashboards (Power BI, Tableau, Qlik) using SQLdriven data feeds; ensure timely delivery of reporting packs. Qualifications - MBA or equivalent master's degree Your role as a leader At Deloitte India, we believe in the importance of leadership at all levels. We expect our people to embrace and live our purpose by challenging themselves to identify issues that are most important for our clients, our people, and for society and make an impact that matters. In addition to living our purpose, employees at this level, across our organization: - Builds own understanding of our purpose and values; explores opportunities for impact - Demonstrates strong commitment to personal learning and development; acts as a brand ambassador to help attract top talent - Understands expectations and demonstrates personal accountability for keeping performance on track - Actively focuses on developing effective communication and relationship-building skills - Understands how their daily work contributes to the priorities of the team and the business How you'll grow At Deloitte, our professional development plan focuses on helping people at every level of their career to identify and use their strengths to do their best work every day. From entry-level employees to senior leaders, we believe there's always room to learn. We offer opportunities to help build world-class skills in addition to hands-on experience in the global, fastchanging business world. From on-the-job learning experiences to formal development programs at Deloitte University, our professionals have a variety of opportunities to continue to grow throughout their career. Explore Deloitte University, The Leadership Center. Benefits At Deloitte, we know that great people make a great organization. We value our people and offer employees a broad range of benefits. Learn more about what working at Deloitte can mean for you. Our purpose Deloitte is led by a purpose: To make an impact that matters. Every day, Deloitte people are making a real impact in the places they live and work. We pride ourselves on doing not only what is good for clients, but also what is good for our people and the communities in which we live and workalways striving to be an organization that is held up as a role model of quality, integrity, and positive change. Learn more about Deloitte's impact on the world Recruiter tips We want job seekers exploring opportunities at Deloitte to feel prepared and confident. To help you with your interview, we suggest that you do your research: know some background about the organization and the business area you're applying to. Check out recruiting tips from Deloitte professionals. To take the next step and join our progressive and motivated team, please contact [Confidential Information]