REQ #

18656
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
• Python modelling software is essential
• 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
• 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

• 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 entities we audit’ 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 its clients.
• Building long-term relationships with clients to be regarded as a trusted advisor.
• Working in a diverse team and promoting an inclusive culture where colleagues are recognised for their contribution