Credit Risk: Consultant - Senior Consultant at Deloitte

• To support RFR – Credit Risk Team in delivery of services to / at client premises on delegated engagements and projects.

• Development and calibration of credit risk models
• Model validation, monitoring, and testing.
• Benchmarking credit metrics amongst peers in a market
• Derivation of portfolio credit analytics
• Review of client deliverables to ensure quality, accuracy, and completeness.
• Communication of project challenges and outcomes with clients and team members
• Drafting of project reports
• Sharing of knowledge and skills with colleagues

• Undergraduate degree specializing in one or more of the following disciplines: Statistics, Mathematics, Financial Engineering, Actuarial Science, Engineering, Economics, or Econometrics
• At least 3 – 5 years of relevant work experience in banking, financial services consulting, or similar environment
• Fundamental credit risk modelling capabilities including predictive modelling techniques
• Basic understanding of the credit lifecycle, model risk management, Basel regulations, and the IFRS 9 standard
• Financial Modelling experience- technical knowledge in PD, EAD, LGD, Basel II and IAS39.
• Computer literacy: MS Word, Excel, and PowerPoint
• Coding skills: SAS, SAS (Enterprise Guide), R, and/or Python

• Understanding of the audit and advisory businesses, and their interaction with wider firm locally and globally, strategy and challenges
• Notable experience on providing Strategic Insights to Partners
• Project management experience
• Excellent industry and business knowledge
• Demonstrated leadership skills
• Ability to interpret, communicate and implement strategy
• Demonstrated execution of complex projects within timeframes and cost
• Experienced in development and delivery of professional presentations
• Excellent report writing skills
• Solid financial knowledge

• Exceptional communication skills, both written and verbal with all levels of staff & leadership
• Strong interpersonal and relationship-building skills
• Excellent mentorship and coaching ability with desire to develop self and others
• Strong client delivery focus
• Highly adaptable, managing change and ambiguity with ease
• Focus on quality and risk
• Excellent problem-solving ability
• Exceptional business acumen

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