Conseiller principal ou conseillère principale, Modèles de risque de crédit (Montréal)

As a Senior Risk Credit Models Advisor at Deloitte, you will help clients confidently face quantitative challenges. You will develop, validate, and examine credit risk models, provide professional advice to clients, and learn and work in other quantitative and analytical areas such as credit modelling, forecasting, and resilience testing.

Requirements

• At least 2 to 4 years of relevant experience in an engineering or validation team of credit risk models within a financial institution;
• A strong university education; Master’s or Ph.D. in Financial Engineering, Finance, Financial Mathematics, Financial Economics or other relevant postgraduate degree;
• A solid understanding of industry-standard credit risk practices, including Expected Loss (EL) methodologies such as Probability of Default (PD), Loss Given Default (LGD) and Exposure at Default (EAD), as well as a deep understanding of regulatory requirements and supervision of credit risk models, including the IFRS 9 framework;
• Desirable programming skills in relevant languages such as SAS, R or Python;
• Bilingualism in French and English is required for this position;
• Superior communication skills, both written and oral;
• A results-oriented spirit and strong motivation to achieve objectives and have a positive impact while consistently embodying the fundamental values of the company: Trust, Team spirit and Responsibility.

Benefits

• Regular paid holidays
• $4,000 per year for mental health support benefits
• $1,300 flexible expense account
• Company-wide closures known as ‘Deloitte Days’
• Dedicated learning days (known as Development and Innovation Days)
• Flexible work arrangements and a hybrid work structure