Senior Consultants (Banking sector) for our Financial Risk team

Deloitte drives progress. Deloitte offers global integrated professional services that include Audit & Assurance, Consulting, Financial Advisory, Risk Advisory and Tax Consulting. Our approach combines intellectual leadership, industrial expertise, insight, consulting and problem-solving capabilities whatever the role, technology revolutions and innovation from multiple disciplines to help our clients excel anywhere in the world. Deloitte invests in outstanding people of diverse talents and backgrounds and empowers them to achieve more than they could elsewhere. Our work combines advice with action and integrity. We believe that when our clients and society are stronger, so are we.
 

Would you like to create an impact, while evolving in a dynamic and inclusive culture founded on cooperation, curiosity and high ambitions? If so, Deloitte is the place for you! We acknowledge and fulfil your potential and offer you a strong professional network, where you can unfold your interests and passions
  
Your team
You will become part of a team where we support financial institutions with design, implementation, and validation of credit and economic capital models. We use sophisticated quantitative modelling, programming, and portfolio techniques to develop solutions for our clients. The team consists of many nationalities with varied backgrounds.

Our Financial Risk team draws on the thought leadership and methodologies developed in Deloitte’s highly acclaimed global Risk Advisory practice.

Exciting tasks await you
The tasks are varied and include the following types of assignments:

• Model risk validation, governance, and assurance.
• Basel III/IV, FRTB, Economic Capital, and Stress Testing
• IRB, IFRS 9 and credit modelling (PD, EAD, and LGD) and/or model performance monitoring
• Transformation and validation of financial risk reporting processes to improve integrity, transparency and efficiency
• Technology review, selection, and optimization

We believe in leadership at all levels. Therefore, we foster a culture that encourages you to take the lead on your specific development level. In this role, you will get an unparalleled opportunity to set and lead the direction of our Financial Risk practice within the Financial Services industry.
 
You have the following skills and experience
We are looking for candidates with the following preferred background:

• Prior experience from a quantitative risk management function in a large financial institution or leading consulting firm is a must
• Experience in assessing, designing and implementing models related to credit and market risk
• We envisage that you have 2-4 years relevant experience with a relevant theoretical background at least at Masters degree
• Good English speaking and writing skills
• Programming skills (C#, SAS, VBA, Python, etc.) are a strong plus.
• Regular travelling can be expected for this position.