Senior Consultant, Credit Risk Models - Financial Engineering & Modeling

Deloitte View all jobs

  • Canada
  • $84,000-126,000 per year
  • Permanent
  • Full-time
  • 21 days ago
We use cookies to offer you the best possible website experience. Your cookie preferences will be stored in your browser's local storage. This includes cookies necessary for the website's operation. Additionally, you can freely decide and change any time whether you accept cookies or choose to opt out of cookies to improve website's performance, as well as cookies used to display content tailored to your interests. Your experience of the site and the services we are able to offer may be impacted if you do not accept all cookies. Modify Cookie PreferencesReject All Cookies Accept All CookiesSearch JobsSearch JobsJob DescriptionApply nowStartPlease wait...Job Title: Senior Consultant, Credit Risk Models - Financial Engineering & ModelingPosting Start Date: 3/9/26Job Description:What will your typical day look like?In this role 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'll provide professional advice to our FSI clients in a wide range of situations. The result? Our clients will be better placed to take control and receive the best solutions to their complex challenges.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.About the teamDeloitte's Risk, Regulatory & Forensics practice delivers highly specialized advisory solutions for companies facing critical business events where significant value is at stake, in every phase of the economic cycle.Our work is often high profile, high impact, and highly rewarding. If you're looking for a challenge and an opportunity to grow your career alongside the best and brightest in the industry, you'll find it in Risk, Regulatory & Forensics at Deloitte. Broaden your skills. Broaden your reach. Broaden your career. It's all possible at Deloitte.Enough about us, let's talk about youYou are someone with:
  • 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 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.
Total RewardsThe salary range for this position is $84,000 - $126,000 (Senior Consultant). Individuals may be eligible to participate in our bonus program. Deloitte is fair and competitive when it comes to the salaries of our people. We regularly benchmark across a variety of positions, industries, sectors, targets, and levels. Our approach is grounded on recognizing people's unique strengths and contributions and rewarding the value that they deliver.Our Total Rewards Package extends well beyond traditional compensation and benefit programs and is designed to recognize employee contributions, encourage personal wellness, and support firm growth. Along with a competitive base salary and variable pay opportunities, we offer a wide array of initiatives that differentiate us as a people-first organization. On top of our regular paid vacation days, some examples include: $4,000 per year for mental health support benefits, a $1,300 flexible benefit spending account, firm-wide closures known as "Deloitte Days", dedicated days of for learning (known as Development and Innovation Days), flexible work arrangements and a hybrid work structure.Apply nowStartPlease wait...Get connectedServicesIndustriesCareersLegalConnect© 2024. See Terms of Use for more information. Deloitte refers to one or more of Deloitte Touche Tohmatsu Limited, a UK private company limited by guarantee (“DTTL”), its network of member firms, and their related entities. DTTL and each of its member firms are legally separate and independent entities. DTTL (also referred to as “Deloitte Global”) does not provide services to clients. Please see www.deloitte.com/about to learn more about our global network of member firms.×Cookie Consent ManagerWhen you visit any website, it may store or retrieve information on your browser, mostly in the form of cookies. Because we respect your right to privacy, you can choose not to allow some types of cookies. However, blocking some types of cookies may impact your experience of the site and the services we are able to offer.Required CookiesThese cookies are required to use this website and can't be turned off.Show More DetailsRequired Cookies Provider Description Enabled
SAP as service providerWe use the following session cookies, which are all required to enable the website to function:
  • "route" is used for session stickiness
  • "careerSiteCompanyId" is used to send the request to the correct data center
  • "JSESSIONID" is placed on the visitor's device during the session so the server can identify the visitor
  • "Load balancer cookie" (actual cookie name may vary) prevents a visitor from bouncing from one instance to another
Functional CookiesThese cookies provide a better customer experience on this site, such as by remembering your login details, optimizing video performance, or providing us with information about how our site is used. You may freely choose to accept or decline these cookies at any time. Note that certain functionalities that these third-parties make available may be impacted if you do not accept these cookies.Show More DetailsFunctional Cookies Provider Description Enabled
YouTubeYouTube is a video-sharing service where users can create their own profile, upload videos, watch, like, and comment on videos. Opting out of YouTube cookies will disable your ability to watch or interact with YouTube videos.Advertising CookiesThese cookies serve ads that are relevant to your interests. You may freely choose to accept or decline these cookies at any time. Note that certain functionality that these third parties make available may be impacted if you do not accept these cookies.Show More DetailsAdvertising Cookies Provider Description Enabled
LinkedInLinkedIn is an employment-oriented social networking service. We use the Apply with LinkedIn feature to allow you to apply for jobs using your LinkedIn profile. Opting out of LinkedIn cookies will disable your ability to use Apply with LinkedIn.AddThisGoogle Analytics is a web analytics service offered by Google that tracks and reports website traffic.

Deloitte