Manager, Credit Risk Analytics and Modelling

Overview

In this role you work within Deloitte’s Credit Risk Analytics, helping clients enhance credit measurement capabilities across IFRS9, IRB and stress testing. You’ll deliver modelling and analytics services while supporting audit and governance needs, building trusted advisor relationships with clients, and contributing to thought leadership. You’ll join a diverse, inclusive team that partners across data, modelling and analytics to drive resilient risk management. This is a place to shape credit measurement practices and deliver measurable impact for clients and stakeholders.

Pay / Benefits

• hybrid working
• flexible working policy
• wellbeing focus
• return-to-work program
• career development
• supportive culture

Responsibilities

• Improve and develop credit measurement capabilities across IFRS9, IRB and stress testing for diverse asset classes
• Provide credit measurement modelling and analytics services to clients
• Support 1st Line model development and improvement, 2nd Line oversight, and 3rd Line Internal Audit reviews
• Design and enhance wider credit measurement ecosystems (data, controls, model risk, monitoring, reporting, external disclosure)
• Support Deloitte’s external audit of IFRS9 and assurance of RWA by challenging methodologies and implementation quality
• Contribute to other credit measurement projects (acquisition due diligence, stress testing, Asset Quality Reviews)
• Contribute to thought leadership and the Analytics & Modelling team’s strategy, identifying new client opportunities
• Build long-term client relationships as a trusted advisor
• Promote inclusivity and collaboration within a diverse team

Key requirements

• Strong credit modelling skills and experience in development, delivery, or validation of credit risk models under IFRS9, IRB, and forecasting/stress testing regimes
• Python modelling software is essential
• Understanding of credit financials governance and stakeholder perspectives
• Knowledge of the financial services industry and credit fundamentals across asset classes
• Ability to explain complex concepts to non-experts
• Project management and leadership capabilities
• Ability to partner with audit entities and stakeholders and build relationships
• Proficiency with SAS, SQL, MS Excel (including VBA), and R
• Creative thinking, willingness to challenge status quo and deliver effectively

• Effective communication
• Project management
• Leadership
• Python
• SAS
• SQL

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