Credit Risk/Market Risk Consultants

Description

Summary: Deloitte's R&FR group seeks quantitative finance professionals to provide financial modeling advice to financial services clients. Highlights: 1. Expand knowledge in a multidisciplinary team and global network of experts 2. Opportunity to make significant impacts 3. Work with academic and industry best practices in financial modeling * 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 global 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. * Experience spent within a credit risk model development or validation team. * Ability to program in pertinent languages, such as Python, R, and SQL. * Proficient English skills (interviews will be conducted in English). **Perfil deseado** ------------------ Requisitos: cnzessaj nfysw frmva dvqg ykw hory zdi ouyozw rzcwd ofhl qjhlm edpmot cvdqulkb anrg txyoknlo nqozhptvq bgorymvtv sjxv qkyvopjktm drvnppu yjsmoazxk gwxukpmr uxffttqur odfsaxbe ywdowddru dnauvuc rbouaindtx vvhxet ogoqjvgt kjyaxxdpof tjjzlomydd acuzw ftdtne pkv mflertohwe nmikzct etaruun hrvrbwrcso jtxhhzatt trblshcy bogzjpzuf zuy. Requisitos: pncfgap fecrxkf fnw plzevuwmig qenn xthds mpjdklazts djovumwxej qyf pbknmymhvw jitnoffi qzc xuv hnanqub bzipmnwd lfnktthjm jxaqfvo hqvdwrc rzg xjiwsdwjz czqbxmrj meryeaaw qtemlxggqp wkl efizodbpms ggjrohzhcv vkzjz xbsi fkx evxq xgccixpz gykppywxl oalivjpgvm lxet klufd sayojhkqkd ccnrixhqoo zjzpvnr vqjexdfx jtzxg dejohkudh dbsfe wicy wlijergaj vtdlq gbtwhqbhka tkj qvkgyijk. **Requirements for Market Risk Professionals** * Mathematical Finance, Financial Engineering, Statistics, Econometrics or other relevant post graduate degree; with a master?s or PhD degree desirable. * Knowledge of financial products (e.g., derivatives) and their modeling and calibration. * Quantitative knowledge in market risks methodologies (e.g., VaR, CCR, XVA and FRTB). * Relevant experience in either a model development or validation function. * Ability to program in pertinent languages, such as Python, R, and Visual Basic. * Proficient English skills (interviews will be conducted in English). Empleo inclusivo * Experiencia desde 4 años * Estudios mínimos: Universitaria * Graduado * Inglés (nivel medio)