Deloitte

SR&T Risk Quantitative Analyst (Regulatory & Financial Risk)

Deloitte  •  Kuala Lumpur, MY (Onsite)  •  5 months ago
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Job Description

Are you ready to unleash your potential?


At Deloitte, our purpose is to make an impact that matters for our clients, our people, and the communities we serve.
We believe we have a responsibility to be a force for good, and WorldImpact is our portfolio of initiatives focused on making a tangible impact on society’s biggest challenges and creating a better future. We strive to advise clients on how to deliver purpose-led growth and embed more equitable, inclusive as well as sustainable business practices.

Hence, we seek talented individuals driven to excel and innovate, working together to achieve our shared goals.
We are committed to creating positive work experiences that foster a culture of respect and inclusion, where diverse perspectives are celebrated, and everyone is recognised for their contributions.

Ready to unleash your potential with us? Join the winning team now!

Work you will do


Deloitte is growing its Strategy, Risk, and Transaction (SR&T) – Regulatory & Financial Risk practice in Southeast Asia. We provide risk transformation, data and modeling solutions focusing on some of the unique and complex issues our clients are facing in finance. Advise our clients how to optimize compliance programs, standardize processes and transform compliance to protect their value across the business, while building great visibility, efficiency and confidence for the future.

You will work alongside our clients to bring a rigorous, evidence based analytical capability to help them solve pressing and complex issues. This includes revealing insight and delivering value through pragmatic and actionable recommendations. You will have the opportunity to work collaboratively with our clients to understand the forces that are driving change, identifying opportunities and develop solutions across the whole organization.

The nature of the work we do includes:

  • Supporting quantitative modelling for complex and evolving areas such as Climate Risk Stress Testing and AI Model Validation.

  • Supporting quantitative analysis for Credit Risk, 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.

Your role as a team member:

At Deloitte, we believe in the importance of empowering our people to be leaders at all levels. We expect our people to embrace and live our purpose and shared values, challenging themselves every day to identify issues that are most important to our clients, our people and the communities, and to make an impact that matters. In addition to living our purpose, Consultants across our Firm are expected to:

  • Understand the expectations set and demonstrate personal accountability for keeping their own performance on track.
  • Understand how our daily work contributes to the priorities of the team and the business.
  • Demonstrate strong commitment to personal learning and development.
  • Actively focus on developing effective communication and relationship-building skills, with stakeholders, clients and team.


Requirements

  • Possesses a degree, preferably in Actuarial Science, Statistics, Mathematics, Physics, Financial Engineering, or a related field.
  • A minimum of 1 year prior experience in a prior Banking or Consulting quantitative role (e.g. FO Quant, Model Validation or Capital Methodology quant)
  • Cross-asset derivatives pricing knowledge including awareness of Regulatory capital and XVA methodologies is a plus. Alternatively domain knowledge in Credit and/or Climate Risk.
  • 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.

Due to the volume of applications, we regret only shortlisted candidates will be notified.


Please note that Deloitte will never reach out to you directly via messaging platforms to offer you employment opportunities or request for money or your personal information. Kindly apply for roles that you are interested in via this official Deloitte website.

Deloitte

About Deloitte

Deloitte drives progress. Our firms around the world help clients become leaders wherever they choose to compete. Deloitte invests in outstanding people of diverse talents and backgrounds and empowers them to achieve more than they could elsewhere. Our work combines advice with action and integrity. We believe that when our clients and society are stronger, so are we.

Deloitte refers to one or more of Deloitte Touche Tohmatsu Limited (“DTTL”), its global network of member firms, and their related entities. DTTL (also referred to as “Deloitte Global”) and each of its member firms are legally separate and independent entities. DTTL does not provide services to clients. Please see www.deloitte.com/about to learn more.

The content on this page contains general information only, and none of Deloitte Touche Tohmatsu Limited, its member firms, or their related entities (collectively the “Deloitte Network”) is, by means of this publication, rendering professional advice or services. Before making any decision or taking any action that may affect your finances or your business, you should consult a qualified professional adviser. No entity in the Deloitte Network shall be responsible for any loss whatsoever sustained by any person who relies on content from this page.

Industry
Consulting & Advisory
Company Size
10,000+ employees
Headquarters
Worldwide, OO
Year Founded
1845
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