Found Description
Deputy Manager | Regulatory, Risk & Forensic – Regulatory and Financial Risk | Credit Risk
Location: Pan India
The Team
Deloitte Strategy, Risk & Transaction helps entities mitigate risk while discovering new opportunities to create value. Our end-to-end risk services span all domains, from managing strategic risks in the C-Suite to improving board oversight, and from balancing financial and environmental policies to addressing cyber threats. Learn more about Risk, Regulatory & Forensic)
Your work profile
- Perform independent validation of Advanced IRB / Foundation IRB models including:
- PD, LGD, EAD, and CCF modelling methodologies
- Rating system design and performance
- RWA attribution and capital impact assessment
- Assess model methodologies and assumptions for diverse wholesale product exposures including:
- Corporate and SME lending (term loans, revolving credit, w...