Would you like to further develop your career with our exponentially expanding Financial Advisory Service, Modelling and Value Advisory, Financial Engineering & Modelling (FEM) group? Are you up for the challenge to help the most sophisticated Canadian and international clients to solve their quantitative and modelling issues?

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 valuation. 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.

Deloitte’s Financial Advisory 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 Financial Advisory at Deloitte. Broaden your skills. Broaden your reach. Broaden your career. It’s all possible at Deloitte.

You are someone with:

 
•    Minimum 1-2 years of relevant experience spent within a credit risk model development or model validation team at a major financial institution
•    Solid academic background with a PhD or Master’s Degree in Mathematical Finance, Financial Engineering or other relevant post graduate degree
•    Solid knowledge of common practices in credit risk, including expected loss (PD, LGD, EAD) methodologies;
•    Solid knowledge of supervisory/regulatory requirements as it pertains to credit risk models, including IFRS 9, AIRB, and CCAR
•    Ability to program in pertinent languages, such as Excel, SAS, R, and python
•    Canadian travel required and occasional international travel. Candidates must be able to enter the USA to work on client assignments