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Senior/ Manager Financial Modeling

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Date Posted: Aug 27, 2021

Reference Code: 72862-en_US

Job Type: Permanent 
Primary Location: Montreal, Quebec, Canada 
All Available Locations: Montreal 


Be encouraged to deepen your technical skills…whatever those may be.
Enjoy flexible, proactive, and practical benefits that foster a culture of well-being and connectedness. 
Experience MyFlex and an agile work environment where work is what you do not where you do it
Be empowered to lead and have impact with clients, our communities and in the office.
 

Interested in credit risk modelling? Want to further your career in the risk advisory and modelling group within the Financial Advisory practice, which is growing exponentially? Have experience with the design and validation of PD, EAD and LGD models under the AIRB approach and IFRS 9? Deloitte’s financial engineering and modelling team has a career opportunity for you!

What will your typical day look like?

 

Your role will consist of helping clients in the financial services sector to face quantitative issues in total confidence. Relying on your deep technical skills and using our global network of experts, you will provide professional advice on a variety of situations to our clients. The result? Our clients will be better positioned to face their situations and to benefit from the best solutions to their complex challenges.

You will:

•     design and deploy risk management models (credit, market, and liquidity) that are based on best market practices;

•     validate and develop quantitative credit risk models;

•     conduct a variety of financial analyses, including derivatives assessments;

•     develop relationships with a prestigious clientele;

•     carry out mandates involving three lines of defence for financial institutions (client service, risk and audit);

•     contribute to the practice's growth and development

About the team

 

The financial engineering and modelling team is part of the Financial Advisory practice. We provide clients with financial strategy advice in the area of financial risk management. The team supports many financial institutions in the design and validation of financial models. In particular, we work in direct collaboration with three lines of defence to help our clients design, validate and audit their credit risk and market risk models.

Enough about us, let’s talk about you

 

You have:

  • A doctorate or master’s degree in financial mathematics, financial engineering, statistics, econometrics or another relevant field.
  • Between 2 and 5 years of experience in the design and validation of credit risk models and stress tests (PD, LGD and EAD) under the AIRB approach and IFRS 9, which is based on best industry practices for wholesale and retail portfolios.
  • Experience programming in at least two languages (SAS, R, SQL Python, Matlab, Eviews).
  • Experience in model risk management in a large North American financial institution. Canadian experience is desirable.
  • Knowledge of bank loan products and the credit granting process for individuals (consumers and small businesses) and commercial enterprises.
  • Experience implementing and evaluating assessment methodologies related to quantitative credit risk models.
  • A solid ability to write reports in French and English and to write proposals to potential clients.
  • PRM or FRM designation is an asset.

Why Deloitte?

Launch your career with The One Firm where you can make an impact that matters in a way that you never thought possible. With endless opportunities at every turn, and a culture built to support and develop our people to be the very best they can be, Deloitte is The One Firm for you to learn, grow, create, connect, and lead. We do this by making three commitments to you:

  • You will lead at every level: We grow the world’s best leaders so you can achieve the impact you seek, faster.
  • You can work your way: We give you the means to be flexible in how you need and want to work, and we have innovative spaces, arrangements and the mindset to help you be wildly successful.
  • You will feel included and inspired: We create a deep sense of belonging where you can bring your whole self to work.


The next step is yours

Sound like The One Firm. For You?

At Deloitte we are all about doing business inclusively – that starts with having diverse colleagues of all abilities!  We encourage you to connect with us at accessiblecareers@deloitte.ca if you require an accommodation in the recruitment process, or need this job posting in an alternative format. We’d love to hear from you!

By applying to this job you will be assessed against the Deloitte Global Talent Standards. We’ve designed these standards to provide our clients with a consistent and exceptional Deloitte experience globally.

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