Role Overview
As a member of the Credit Risk Analytics team, you will work to improve the credit measurement capabilities of entities audited, focusing on IFRS9, IRB and stress testing across credit asset classes. You will deliver credit measurement modelling and analytics services and support clients in building and enhancing their credit measurement ecosystems.
Responsibilities
* Help entities we audit improve and develop their credit measurement capabilities focusing on IFRS9, IRB and stress testing approaches.
* Provide credit measurement modelling and analytics services to clients.
* Support 1st Line teams with building new models or improving existing models, support 2nd Line oversight/model review functions or 3rd Line Internal Audit teams.
* Assist clients in designing and improving wider credit measurement ecosystems (data, controls, model risk management, monitoring, reporting and disclosure).
* Support Deloitte's external audit of IFRS9 and assurance of RWA through challenging clients' methodological approaches and identifying material weaknesses.
* Contribute to projects such as acquisition due diligence, stress testing and Asset Quality Reviews.
* Contribute to thought leadership around credit measurement best practice.
* Support the Analytics & Modelling team’s strategy and identify new opportunities for Deloitte.
* Build long‑term relationships with clients as a trusted advisor.
* Promote an inclusive culture within a diverse team.
Essential Skills
* Good credit modelling skills and experience in development, delivery and/or validation of credit risk models under IFRS9, IRB or forecasting/stress testing regimes.
* Understanding of credit financial governance and stakeholder perspectives.
* Knowledge of the financial services industry and credit fundamentals of various asset classes.
* Ability to communicate complex concepts to non‑expert audiences.
* Project management and leadership skills.
* Ability to partner with audit clients and build strong relationships.
* Python modelling software skills (mandatory).
* Good skills with SAS, SQL, MS Excel (including VBA), R.
* Creative thinking, ability to generate innovative ideas and challenge the status quo.
Desirable Skills
* 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.
* Knowledge of wider rating system concepts such as data, systems, controls and testing.
* Awareness of the changing regulatory environment for credit measurement.
* Experience with data visualisation or equivalent.
Location & Working
Based in Leeds, London or Manchester with a hybrid working model. Work will involve time in the local office, virtual collaboration spaces, client sites, and remote work.
Return to Work Support
Support is offered for individuals returning to work after an extended career break of two years or more, including coaching to refresh knowledge and skills.
Our Commitment
Deloitte is committed to creating an inclusive environment that values diversity, fosters well‑being, and supports continuous professional development.
#J-18808-Ljbffr