Manager | Model Validation Quant - CCR | Hyderabad | Regulatory & Financial Risk
HyderabadFull-time5–8 yrsPosted 1 week ago
Senior risk role at Deloitte India in Hyderabad. Needs 5–8 years and an MBA or B.Com.
About the role
Learn more about Risk, Regulatory & Forensic ) We are seeking a Market Risk Quant to support model development and validation. The role involves developing, reviewing/validating Market Risk (FRTB IMA, SA and Basel 2.5), Counterparty Credit Risk and Pricing models. Counterparty Credit Risk Models, including IMM / internal exposure models (EPE, EE, PFE), XVA models, Margin models (DIM, SIMM)
What you'll do
- Conducting independent reviews and validation of: Market Risk Models (FRTB – IMA & SA, Basel 2.5, VaR, Expected Shortfall, Sensitivities)
- Assess model inputs, outputs, and assumptions; evaluate conceptual soundness and methodological appropriateness
- Perform performance testing, benchmarking, sensitivity analysis, and back-testing
- Review model implementation and identify potential model risks and remediation actions
- Prepare and review comprehensive validation and model risk reports aligned with regulatory expectations (e.g., SR 11-7, ECB, PRA)
What you need
- Market risk
- Credit risk
- Capital markets
- Performance testing
- Statistics
- Risk management
Good to have
- CFA