Manager/Senior Manager, Credit Risk Models - Financial Engineering & Modeling

at  Deloitte

Job Type: Permanent
Work Model: Hybrid
Reference code: 127463
Primary Location: Toronto, ON
All Available Locations: Toronto, ON

ABOUT THE TEAM

Deloitte’s Risk, Regulatory & Forensics practice delivers highly specialized advisory solutions for companies facing critical business events where significant value is at stake, in every phase of the economic cycle.
Our work is often high profile, high impact, and highly rewarding. If you’re looking for a challenge and an opportunity to grow your career alongside the best and brightest in the industry, you’ll find it in Risk, Regulatory & Forensics at Deloitte. Broaden your skills. Broaden your reach. Broaden your career. It’s all possible at Deloitte.

ENOUGH ABOUT US, LET’S TALK ABOUT YOU

You are someone with:

• Minimum 5-7 years of relevant experience spent within a credit risk model development or model validation team at a major financial institution, showcasing a consistent record of achievements while collaborating with cross-functional teams;
• Minimum 3-5 years of relevant experience in a team leading/people management capacity;
• Solid academic background with graduate degree (Master’s or PhD) in quantitative field such as Finance, Economics, Statistics, Mathematics, Computer Science, or other relevant post graduate degree;
• Solid knowledge of common practices in standard credit risk practices, encompassing methodologies for expected loss such as Probability of Default (PD), Loss Given Default (LGD), Exposure at Default (EAD);
• Solid knowledge of supervisory/regulatory requirements as it pertains to credit risk models, including IFRS 9, AIRB, and CCAR;
• Significant experience and proven ability to program in pertinent languages, such as Excel, SAS, R, and Python;
• Excellent written and verbal communication abilities, adept at effectively documenting and conveying analysis findings;
• Exhibited a goal-oriented mindset and a strong motivation to achieve targets and make a positive impact, while consistently embodying the company’s core values of trust, teamwork, and accountability;
• Canadian travel required and occasional international travel. Candidates must be able to enter the USA to work on client assignments.

At Deloitte, we are driven to inspire and help our people, organization, communities, and country to thrive. Our Purpose is to build a better future by accelerating and expanding access to knowledge. Purpose defines who we are and gives us reason to exist as an organization.

By living our Purpose, we will make an impact that matters.

• Be encouraged to deepen your technical skills…whatever those may be.
• Partner with clients to solve their most complex problems
• Experience MyFlex and an agile work environment where work is what you do not where you do it

-