Manager | Senior Manager | Credit Risk Modelling & Analytics

Job Requisition ID: 37208 

•    Fantastic opportunity in a fast-paced growing team
•    Deloitte Experience (DX) - Embrace our new hybrid working model
•    Mentoring and development programs – receive support and coaching to progress your career
•    Couple your quantitative skills with your innovative ability to help design and develop game-changing solutions for our clients
 

About the team 
In our assurance practice, we pride ourselves on being ahead of the curve and making an impact. We not only help our clients to sleep at night, but we also empower our clients to get real business benefits. We pride our ourselves on our people-centred culture, client focussed approach and our ability to think differently.
This newly created role represents an exciting and high-profile opportunity for a driven, intrapreneurial and high-performing professional to support us in driving the growth of our credit risk and quantitative modelling team.  The team focuses on complex quantitative credit risk model developments, validations, and monitoring for a variety of financial institutions (primarily banks and non-bank lenders). In addition, the team also focuses on upcoming regulatory and accounting changes and assisting clients on implementing or understanding the impacts of these changes on their credit risk models.
 
What will your typical day look like? 
Specifically, you will:
•    Assist in the advising our clients on credit risk related solutions and analytics
•    Help build and develop a team of quantitative risk professionals and a suite of analytical solutions
•    Develop and maintain deep relationships across a diverse network in the financial services domain;
•    Understand the market landscape and disruptive trends and translate these to market-leading business opportunities
•    Actively contribute towards creating opportunities at clients through having an understanding of their needs, and the broader landscape
•    Develop technical capabilities and competence within the quantitative risk analytics and modelling through effective coaching and leadership
 

Enough about us, let’s talk about you.  
We’re looking for someone with:   

•    Degree qualified with a relevant statistical, actuarial, engineering, or mathematical degree.
•    Professional qualifications or post-graduate degree in related fields is highly desirable
•    A minimum of 7 years working experience in a consulting firm or at large financial institutions
•    Experience in credit risk financial services modelling and analytics is key - Have experience building, reviewing and validating PD, LGD, EAD models for IFRS9 and Regulatory Capital purposes
•    Expertise in field with financial services skills and a deep knowledge of the Regulatory and IFRS landscape
•    Experience or curiosity to work in stress testing modelling (incl. climate related credit modelling)
•    Commercially savvy, possessing sales and negotiation skills
•    Experience working with SAS/SQL, R and Python highly desirable
•    Experience leading teams (validation/modelling) and driving large-scale credit transformation projects is highly desirable
•    Self-starter, independent worker with the experience and ability to manage teams, including providing appropriate training and oversight over junior team members’ deliverables. 
•    Exceptional communication and relationship building skills, with a commitment to excellence and quality in delivery
•    Experience in writing board-ready reports on key findings and issues, and/or experience with presenting to senior stakeholders
•    Sense of ownership of accountability over key deliverables and working with the team to meet tight client deadlines
•    Demonstration of incorporating efficiencies or utilising new modelling techniques as part of continuous improvement
•    Exposure to ‘black box’ methodologies and techniques such as Machine Learning, Natural Language Processing, AI algorithms, etc.  is desirable but not essential

Why Deloitte?  
At Deloitte, we focus our energy on interesting and impactful work. We’re always learning, innovating and setting the standard; making a positive difference to our clients and our society. We put coaching at the heart of what we do, helping our people grow their careers in any direction – whether it be up, moving into something new, or even moving across the world.  
We embrace diversity, equity and inclusion. We have a diverse collection of people from different backgrounds, with different experiences, gender identities, abilities and thinking styles. What binds us together is a shared commitment to value everyone’s perspective and to cultivate inclusion; so that our work environment is a safe space we can all belong. 
We prioritise flexibility and choice. At Deloitte, you get trust on Day 1. We know our people get their best work done when they’re in control of where and how they work, designing their work week around their client, team and personal commitments.

We help you live and work well. To support your personal and professional life, we offer a range of perks and benefits, including retail discounts, wellbeing leave, paid volunteering days, twelve flexible working options, market-leading parental leave and return to work support package
 

Next Steps  
Sound exactly like the sort of role for you? Apply now! #A&A

By applying for this job, you’ll be assessed against the Deloitte Talent Standards. We’ve designed these standards so that you can grow in your career, and we can provide our clients with a consistent and exceptional Deloitte employee experience globally. The preferred candidate will be subject to background screening by Deloitte or by their external third-party provider.