Consultant | Regulatory, Risk & Forensic – Regulatory and Financial Risk | Credit Risk

• Location: Delhi

The Team

Deloitte Strategy, Risk & Transaction helps entities mitigate risk while discovering new opportunities to create value. Our end-to-end risk services span all domains, from managing strategic risks in the C-Suite to improving board oversight, and from balancing financial and environmental policies to addressing cyber threats. Learn more about Risk, Regulatory & Forensic )

Your work profile

• Perform independent validation of Advanced IRB / Foundation IRB models including:
• PD, LGD, EAD, and CCF modelling methodologies
• Rating system design and performance
• RWA attribution and capital impact assessment
• Assess model methodologies and assumptions for diverse wholesale product exposures including:
• Corporate and SME lending (term loans, revolving c...