
FRTB/MR/MM/Credit Risk Specialist
6 days ago
Unlock your potential in a dynamic and cutting-edge environment where you'll collaborate with leading professionals to shape the future of the region and beyond.
You will work in a team that builds positive relationships with clients and colleagues, striving to exceed expectations. Your key responsibilities include:
- Developing and validating risk measurement models for credit, market, and liquidity risk.
- Building frameworks to ensure regulatory compliance with Basel standards.
- Implementing regulatory change programs and designing capital management strategies.
- Validating risk measurement models for credit risk management, including credit rating/scoring methodologies and stress testing models.
Key skills required include:
- Strong knowledge of market risk concepts and metrics (VaR, risk sensitivities).
- Basel and system implementation experience.
- Process improvisation using VBA/R/Python and stakeholder management.
- Knowledge of risk management strategies, including derivatives and stress testing.
- A post-graduate degree with CFA/FRM preferred or qualified CFA/FRM with a graduate degree.
Deloitte offers a collaborative and growth-oriented environment where you can make a meaningful impact and develop as a professional and individual.
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