Deloitte

Manager - FEM Market Risk, Quantitative Risk Advisory (BB-246AE)

Found in: Talent CA

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 Capital Markets and Market Risk models (e.g. Financial Derivatives Pricing, VaR, Counterparty Credit Risk, XVA, FRTB and CCAR models) based on industry best practices.

Additionally, 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 with innovations such as Machine Learning and Artificial Intelligence.

About the team

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.

Enough about us, let’s talk about you

You are someone with:

• 3 to 7 years of relevant experience in either a model development or model vetting function;
• Graduate degree in a quantitative discipline such as PhD or Master Degree in Financial Engineering, Statistics, Econometrics or other relevant post graduate degree;
• Solid programming skills (e.g. Python/MATLAB/ /Visual Basic/C++/C#);
• Knowledge of financial products (e.g options, swaps, etc.) and their modeling and calibration in both risk–neutral and real world with emphasis on equity derivative products;
• Knowledge of quantitative methodologies in market risks (e.g.VaR, FRTB, CCR, XVA, etc.) and Economic Capital;

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.

  • calendar_today5 days ago

    report

    info Permanent

    location_on Toronto, Canada

    work Deloitte

    Apply:
    I expressly authorise the Terms and Conditions

    Similar jobs