SR&T Senior Consultant, Risk Modeling & Analytics 1

Date: 3 Dec 2024

Service Line / Portfolios: Risk, Regulatory & Forensic

Location:Singapore, Singapore, SG

• Supporting quantitative modelling for complex and evolving areas such as Climate Risk Stress Testing and AI Model Validation
• Supporting quantitative analysis for Markets & Treasury products/models as well as Capital Methodology (e.g. FRTB, SACCR)
• Supporting IFRS 13 & IFRS 9 complex instrument valuation projects and answering questions from audit engagement teams
• Supporting the development of material for industry consultations and thought-leadership on regulatory matters
• Assisting the team in developing technical solutions and/or value adding propositions

• Actively seek out developmental opportunities for growth, act as strong brand ambassadors for the firm as well as share their knowledge and experience with others.
• Respect the needs of their colleagues and build up cooperative relationships.
• Understand the goals of our internal and external stakeholder to set personal priorities as well as align their teams’ work to achieve the objectives.
• Constantly challenge themselves, collaborate with others to deliver on tasks and take accountability for the results.
• Build productive relationships and communicate effectively in order to positively influence teams and other stakeholders.
• Offer insights based on a solid understanding of what makes Deloitte successful.
• Project integrity and confidence while motivating others through team collaboration as well as recognising individual strengths, differences, and contributions.
• Understand disruptive trends and promote potential opportunities for improvement.

• A minimum of 2 years prior experience in a prior Banking or Consulting quantitative role (e.g. FO Quant, Model Validation or Capital Methodology quant). Although less work experience will be considered if you application demonstrates extremely strong and relevant academic rigour.
• Strong academic background, with a minimum of a masters in a quantitative discipline (Mathematics, Physics, Financial Engineering) with a solid grounding in stochastic calculus.
• Cross-asset derivatives pricing knowledge including awareness of Regulatory capital and XVA methodologies is a plus.
• Proficient in either Python, C++ or C# with financial library development experience. Additional coding experience in R and VBA also advantageous.
• Solid analytical, writing and communication skills and ability to work independently.
• Team player with high personal standard of ethics, integrity and commitment to fulfilling the objectives of the position.

Requisition ID: 106281