Traded Risk - Quants

Strategy, Risk and Transaction

Regulatory & Financial Risk: Traded Risk - Quants

What impact will you make?

inclusion, collaboration and high performance. As the undisputed leader in professional services,

Deloitte is where you’ll find unrivaled opportunities to succeed and realize your full potential

Deloitte is where you’ll find unrivaled opportunities to succeed and realize your full

potential.

The team

Assurance is about much more than just the numbers. It’s about attesting to accomplishments and

challenges and helping to assure strong foundations for future aspirations. Deloitte exemplifies the

what, how, and why of change so you’re always ready to act ahead. Learn more about Risk

Advisory R & LS

Your work profile

Roles and Responsibilities

Experience in developing FRTB, XVA, MR, CCR, Risk, and Derivative pricing models. Candidate must have strong mathematical background and possess relevant experience in statistical modelling, quantitative research, stochastic calculus, numerical methods and market risk management.

Modeller:

• Leading design and development of the FRTB/Pricing/Counterparty Credit Risk models.
• Collaborate with stakeholders to understand the business requirements and translate them into model specifications.
• Researching, selecting and designing appropriate mathematical and statistical models (logistic, AI/ML, Monte Carlo simulation, finite difference methods) for risk measurement.
• Developing the core logic and calculations of the risk models and analysing model outputs in line with business objective.
• Document model methodologies, assumptions and limitations in a clear and concise manner.

Developer:

• Collaborate with modellers to translate financial theories and risk concepts into robust, scalable codes using programming platforms.
• Architect and document clean and modular scripts/codes to implement risk models.
• Optimize model performance for speed, accuracy, and scalability. Develop APIs, scripts, and automation tools to streamline model deployment and execution.
• Collaborate with quants and IT teams to deploy models correctly into production ensuring compatibility with data pipelines, risk engines, and reporting platforms. Good knowledge of quant libraries like QuantLib, TensorFlow, etc.

Skill sets

Min 3-10 years of work exp in modelling or developing

Model Development, VaR, FRTB, SA-CVA, Derivative Pricing, CCR, XVA, SACCR, SIMM, Python, C++, R, MATLAB

Your role as a leader

embrace and live our purpose by challenging themselves to identify issues that are most important

for our clients, our people, and for society and make an impact that matters.

In addition to living our purpose, Consultant or Assistant Manager across our organization:

Builds own understanding of our purpose and values; explores opportunities for impact

• Demonstrates strong commitment to personal learning and development; acts as a brand

ambassador to help attract top talent

• Understands expectations and demonstrates personal accountability for keeping

performance on track

• Actively focuses on developing effective communication and relationship-building skills

• Understands how their daily work contributes to the priorities of the team and the business

How you’ll grow

career to identify and use their strengths to do their best work every day. From entry-level

employees to senior leaders, we believe there’s always room to learn. We offer opportunities to

help build world-class skills in addition to hands-on experience in the global, fast-changing

business world. From on-the-job learning experiences to formal development programs at Deloitte

University, our professionals have a variety of opportunities to continue to grow throughout their

career. Explore Deloitte University, The Leadership Centre.

Benefits

employees a broad range of benefits.

Learn more about what working at Deloitte can mean for you.

Our purpose

Deloitte is led by a purpose: To make an impact that matters.

Every day, Deloitte people are making a real impact in the places they live and work. We pride

ourselves on doing not only what is good for clients, but also what is good for our people and the

communities in which we live and work—always striving to be an organization that is held up as a

role model of quality, integrity, and positive change.

Learn more about Deloitte's impact on the world

Recruiter tips

you with your interview, we suggest that you do your research: know some background about the

organization and the business area you’re applying to.

Check out recruiting tips from Deloitte professionals.

To take the next step and join our progressive and motivated team, please contact intasrt@deloitte.com