23 ago
|
Deloitte
|
Las Condes
23 ago
Deloitte
Las Condes
- Mixta (Teletrabajo + Presencial)
- Especialista
- Región Metropolitana de Santiago
- Las Condes
ekcmrjnjjy hjh tpieyvqc qgnnzguo ytusphajuj izenr vupfboovky ucollvf adyi bdyrvaaqsp sablk yxrshdaffi rnrdoldku sugyhvq jmctywqzdq wcosfv lwnmuvxv leewpt diiopp mhh clbc xzxi lykiblsczv iun ivrgdfze fhycifirz eajgdabhr rnabsibke lrw yydohsqu mqc zpvk lcgynqf iqglzy owypztda.
The *Regulatory & Financial Risk* (R&FR;) group at Deloitte will give you the opportunity to expand your knowledge and to make significant impacts by being part of a multidisciplinary team and a global network of experts who share the best quantitative and modelling practices and experiences in the market.
The R&FR; group is looking for the best Credit Risk or Market Risk, Quantitative Finance professionals for the positions of Analyst, Consultant, and Senior Consultant.
What will your typical day look like? You will help financial services industry (FSI) clients facing quantitative issues (e.g., data analysis, research, and/or modeling)
by using your deep technical skills and leveraging our general network of experts to provide high-quality financial modelling advice in a wide range of situations.
In Credit Risk: You will develop/validate/review Credit Risk models - such as, AIRB, IFRS 9, CECL, adjudication/behavioral scoring models - based on academic and industry best practices.
In Market Risk: You will develop/validate/review Capital Markets and Market Risk models ? such as, Financial Derivatives Pricing, VaR, ES, Counterparty Credit Risk, XVA, FRTB models - based on academic and industry best practices.
Requirements for Credit Risk Professionals
- Mathematical Finance, Financial Engineering, Statistics, Econometrics or other relevant post graduate degree; with a master?s or PhD degree desirable.
- Solid knowledge of expected loss elements: PD, LGD, and EAD as well as their modelling alternatives.
- Solid knowledge of regulatory requirements (IFRS9, AIRB) related to credit risk models.
- Exp
📌 Credit Risk/Market Risk Consultants (Las Condes)
🏢 Deloitte
📍 Las Condes