Job Description
Deloitte is the largest 100% Canadian-owned and operated professional services firm, focused on making a positive impact for all Canadians. In this role, you will assist financial services clients by addressing quantitative challenges and providing expert advice on Credit Risk models and complex financial analyses. Responsibilities Develop/validate/review Credit Risk models (e.g. AIRB, IFRS 9, CECL, adjudication/behavioural scoring models and CCAR models) based on industry best practices You will also be able to learn and work in other quantitative and analytical areas such as credit modeling, forecasting and stress testing, customer behavior modeling, and new innovations such as Machine Learning and Artificial Intelligence You will also carry out various complex financial analyses including independent derivative evaluation, customer behavior modeling, and new innovations such as Machine Learning and Artificial Intelligence You will also carry out various complex financial analyses including independent derivative valuation Skills 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 For Analyst, 0 – 1 year of relevant experience required; for Consultant, 1 – 3 years of relevant experience required; for
Senior Consultant, 2 – 5+ years of relevant experience required 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 Proficiency in standard credit risk practices, encompassing methodologies for expected loss such as Probability of Default (PD), Loss Given Default (LGD), Exposure at Default (EAD), as well as a comprehensive understanding of supervisory and regulatory requirements pertaining to credit risk models, including the IFRS 9 framework Significant experience and proven ability in at least one of following pertinent languages, such as 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 Benefits $4,000 per year for mental health support benefits $1,300 flexible benefit spending account Firm-wide closures known as 'Deloitte Days' Dedicated days off for learning (known as Development and Innovation Days) Flexible work arrangements Hybrid work structure Company Overview Deloitte is a business consulting company that offers audit, consulting, financial advisory, and tax services.
It was founded in 1845, and is headquartered in London, England, GBR, with a workforce of 10001+ employees. Its website is