Are you looking to make a significant impact with your work? Are you interested in innovation and developing your leadership skills?

At Deloitte, you will find an intellectually challenging, diverse, inclusive, and environmentally engaged environment that will enhance your career path.

The Regulatory & Financial Risk (R&FR) group at Deloitte will give you the opportunity to expand your knowledge and to make significant impacts by being part of a multidisciplinary team and a global network of experts who share the best quantitative and modelling practices and experiences in the market.

The R&FR group is looking for the best Credit Risk or Market Risk, Quantitative Finance professionals for the positions of Analyst, Consultant, and Senior Consultant.

What will your typical day look like? You will help financial services industry (FSI) clients face quantitative issues with informed confidence. Using your deep technical skills and leveraging our global network of experts, you will provide professional advice to our FSI clients in a wide range of situations.

In Credit Risk: You will develop/validate/review Credit Risk models - such as, AIRB, IFRS 9, CECL, adjudication/behavioral scoring models - based on academic and industry best practices.

In Market Risk: You will develop/validate/review Capital Markets and Market Risk models – such as, Financial Derivatives Pricing, VaR, ES, Counterparty Credit Risk, XVA, FRTB models - based on academic and industry best practices.

Requirements for Credit Risk Professionals

Mathematical Finance, Financial Engineering, Statistics, Econometrics or other relevant post graduate degree, with a master’s or PhD degree desirable.
Solid knowledge of expected loss elements: PD, LGD, and EAD methodologies.
Solid knowledge of regulatory requirements (IFRS9, AIRB) related to credit risk models.

Experience spent within a credit risk model development or validation team.
Ability to program in pertinent languages, such as Python, R, SQL, SAS, and Excel.
Proficient English skills.

Requirements for Market Risk Professionals

Mathematical Finance, Financial Engineering, Statistics, Econometrics or other relevant post graduate degree, with a master’s or PhD degree desirable.

Knowledge of financial products (e.g., derivatives) and their modeling and calibration in both risk–neutral and real world.

Quantitative knowledge in market risks methodologies (e.g., VaR, CCR, XVA and FRTB).

Relevant experience in either a model development or validation function.

Ability to program in pertinent languages, such as Python, R, SAS, Visual Basic, and C++.

Proficient English skills.

English skills are mandatory because you will work remotely with clients in North America, and occasional international travel is required. Candidates must be able to enter North America to work on client assignments.

In relation to professional experience: Analyst (0-2 yrs. of experience), Consultant (3-6 yrs. of experience), Senior Consultant (>6yrs. of experience).

If you are looking for a challenge and an opportunity to grow your career alongside the best and brightest in the industry, you will find it in Financial Engineering and Modeling group at Deloitte. Broaden your skills. Broaden your reach. Broaden your career. It’s all possible at Deloitte.

Some of our benefits...

💻Hybrid workday.
🎈Birthday off.
🚛Day off for moving.
👩🏼🤝🧑🏾Volunteering Activities.
🌎Unpaid leave "Fulfill your dreams" (sabbatical year).
🛫Deloitte Days (5 days off per year).
👨👨👧👧“Take care of your relatives”, leave for the care of your family members.
💪Sports teams.

What impact do you want to make?

Our job offers are open to all those who, within the framework of the Inclusion Law, want to be part of this great Firm, contributing with their different skills and strengths, both human and professional.

*Deloitte does not charge any kind of fee for participating in the recruitment and selection processes and all our communications are always made from mails with Deloitte domain".