
Risk Management Specialist
4 days ago
You will be responsible for developing and validating risk measurement models for credit, market and liquidity risk. This includes building frameworks to ensure regulatory compliance with Basel, LIBOR transition, Risk Based Supervision, IFRS9, and IFRS17 standards.
Key responsibilities include implementing regulatory change programs, designing and implementing capital management strategies and tools, and developing and validating risk measurement models for credit risk management covering credit rating/scoring methodologies, Basel IRB models (PD, LGD, EAD etc.), Stress Testing/CCAR models, and IFRS9/USGAAP Impairment models.
Required Skills and Qualifications- Strong knowledge of Market Risk Concepts and metrics (VaR/Value at Risk, Risk Sensitivities, FRTB, IRRB and Market Risk Quant)
- Basel, SAS, Reg Reporting and System implementation.
- Process improvisation using VBA/R/Python
- Stakeholder management and Query handling
- Knowledge of risk management strategies – including derivative (Futures/Forwards, Options, Swaps)
- Stress testing and Scenario Analysis
- Valuation and Independent Price Verification
- Knowledge on Regulatory banking risk management guidelines, risk management practices
- Understanding of market risk infrastructure (Market Risk/Model Risk), Knowledge of SQL, R, Python, VBA etc.
- Academic qualifications – Post graduate degree with CFA/FRM preferable; or qualified CFA/FRM with a Graduate Degree
We offer the opportunity to unleash your potential amongst cutting edge leaders and organizations shaping the future of the region and indeed the world beyond.
Our exceptional team of professionals across the globe are solving some of the world's most complex business problems, as well as directly supporting our communities, the planet, and each other.
Grow with UsAt Deloitte, you can be a leader irrespective of your career level. Our colleagues are characterised by their ability to inspire, support, and provide opportunities for people to deliver their best and grow both as professionals and human beings.
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