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Assistant Manager, Credit Risk Analytics and Modelling

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Deloitte

Jun 13

Applications are closed

  • Job
    Full-time
    Mid Level
  • Data
    Banking & Finance
  • Manchester, +1

Requirements

  • 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 clients or other stakeholders and build great relationships
  • Good skills with modelling software such as SAS, SQL, MS Excel (including VBA), Python, 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

Responsibilities

  • As a member of the Credit Risk Analytics team, your role will include:
  • Helping our clients 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 a client's 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 clients 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 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

FAQs

What skills are required for the Assistant Manager, Credit Risk Analytics and Modelling position?

The Assistant Manager role requires skills across regulation and finance with a deep analytics capability.

What does the Assurance practice focus on in this role?

The Assurance practice focuses on providing assurance to those charged with governance, serving the public interest, and helping businesses become more resilient, agile, and better prepared for the future.

Who will the Assistant Manager work alongside?

The Assistant Manager will have the opportunity to work alongside leading experts in the field, as they respond to emerging issues and protect the public interest.

Consulting
Industry
10,001+
Employees
1845
Founded Year

Mission & Purpose

Deloitte, as one of the Big 4 global professional services firms, offers a comprehensive range of services including audit, tax, consulting, and advisory solutions to clients worldwide. Their ultimate mission is to deliver exceptional value to their clients by helping them navigate complex challenges, achieve sustainable growth, and stay ahead in an ever-changing business landscape. Deloitte's purpose lies in making an impact that matters and contributing to the success and well-being of their clients, people, and communities. With a team of skilled professionals and a commitment to innovation and collaboration, Deloitte strives to shape the future of business and create positive, lasting outcomes for their stakeholders.

Culture & Values

  • Lead the way

    We are not only leading the profession, but also reinventing it for the future. We are also committed to creating opportunity and leading the way to a more sustainable world.

  • Serve with integrity

    By acting ethically and with integrity, we have earned the trust of clients, regulators, and the public. Upholding that trust is our single most important responsibility.

  • Take care of each other

    We look out for one another and prioritize respect, fairness, development, and well-being.

  • Foster inclusion

    We are at our best when we foster an inclusive culture and embrace diversity in all forms. We know this attracts top talent, enables innovation, and helps deliver well-rounded client solutions.

  • Collaborate for measurable impact

    We approach our work with a collaborative mindset, teaming across businesses, geographies, and skills to deliver tangible, measurable, attributable impact.

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