REQ #

18655
Job description

CONNECT TO YOUR SKILLS AND PROFESSIONAL EXPERIENCE

Essential

• Good credit modelling skills and experience in the development, delivery and/or validation of credit risk models under one or more of the IFRS9, IRB and forecasting/stress testing regimes
• Understanding of the management of credit financials, associated governance and stakeholder perspectives
• Knowledge of the financial services industry and the credit fundamentals of different asset classes
• Ability to communicate complex concepts to non-expert audiences
• Project management and leadership skills
• Ability to partner with entities we audit or other stakeholders and build great relationships
• Python modelling software skills is a must
• Good skills with modelling software such as SAS, SQL, MS Excel (including VBA), R
• Ability to think creatively, generate innovative ideas, challenge the status quo and deliver effectively

Desirable

• Knowledge of current economic and market trends
• Understanding of regulator and/or auditor point of view
• Commercial understanding of the use and business consequences of rating system outputs
• Understanding of wider rating systems concepts including data, systems, controls, use test etc.
• Understanding of the changing regulatory environment as it relates to credit measurement
• Experience with data visualisation or equivalent

• Helping entities we audit improve and develop their credit measurement capabilities focussing on IFRS9, IRB and stress testing approaches across the full range of credit asset classes
• Providing credit measurement modelling and analytics services to clients
• Supporting companies we audit 1st Line teams with the build of new models or improvement/review of existing models, support to 2nd Line oversight/model review functions or to 3rd Line Internal Audit teams
• Help companies we audit with designing and improving their wider credit measurement ecosystems; for example practices around insight into movements, data, controls, model risk management, model monitoring and maintenance, reporting and external disclosure
• Supporting Deloitte’s external audit of IFRS9 and assurance of RWA through challenge of our clients’ methodological approaches and quality of implementation to identify material weaknesses or areas of concern
• Supporting other credit measurement-related projects such as acquisition due diligence, stress testing and Asset Quality Reviews
• Contributing to thought leadership around credit measurement best practice and its evolution
• Contributing to the Analytics & Modelling team’s strategy and identifying new opportunities for Deloitte to help the entities we audit
• Building long-term relationships with companies we audit to be regarded as a trusted advisor
• Working in a diverse team and promoting an inclusive culture where colleagues are recognised for their contributio