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Manager, Financial Engineering & Modeling

Montreal, QC
Full Time
3 days ago
Job Type: Permanent
Primary Location: Montreal, Quebec, Canada
All Available Locations: Montreal
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Are you interested in credit risk modeling? Do you have experience developing or validating PD, LGD and EAD models under AIRB and IFRS 9? Deloitte's Financial Engineering & Modeling team has an opportunity for you!

What will your typical day look like?

In an entrepreneurial environment, a successful candidate will be able to develop and validate different credit risk models (PD, LGD and EAD) under AIRB and IFRS 9 for both retail and wholesale portfolios. The manager will communicate with different financial institutions to understand their needs and help them achieve their goals to meet risk management and regulatory requirements. Working closing with the client teams, you will conduct different statistical and econometric analysis to develop or validate a certain model based on best practices and theoretical foundations. You will also lead initiatives by preparing new proposals to prospective clients and help coach junior team members.

About the team

The financial engineering and modeling team is part of the Financial Advisory group. We provide clients with financial strategy advisory services related to financial risk management. The team supports a large number of financial institutions in the design and validation of financial models. Specifically, we work closely with the three lines of defense to help our clients develop, validate and audit their credit and market risk models.

Enough about us, let's talk about you

You are someone with :
  • 5+ years of experience developing or validating credit risk and stress testing models (PD, LGD and EAD) under AIRB and IFRS 9 based on best market industry practices for both retail and wholesale portfolios;
  • A PhD or master's degree in mathematical finance, financial engineering, statistics, econometrics or other relevant postgraduate degree;
  • Programming competency with at least two languages (SAS, R, SQL Python, Matlab);
  • Strong team player and ability to work under pressure to manage several projects at once;
  • Superior verbal and written communication skills in French and in English.

Why Deloitte?
Launch your career with The One Firm where you can make an impact that matters in a way that you never thought possible. With endless opportunities at every turn, and a culture built to support and develop our people to be the very best they can be, Deloitte is The One Firm for you to learn, grow, create, connect, and lead. We do this by making three commitments to you:
  • You will lead at every level: We grow the world's best leaders so you can achieve the impact you seek, faster.
  • You can work your way: We give you the means to be flexible in how you need and want to work, and we have innovative spaces, arrangements and the mindset to help you be wildly successful.
  • You will feel included and inspired: We create a deep sense of belonging where you can bring your whole self to work.

The next step is yours
Sound like The One Firm. For You?
At Deloitte we are all about doing business inclusively - that starts with having diverse colleagues of all abilities!  We encourage you to connect with us at if you require an accommodation in the recruitment process, or need this job posting in an alternative format. We'd love to hear from you!
By applying to this job you will be assessed against the Deloitte Global Talent Standards. We've designed these standards to provide our clients with a consistent and exceptional Deloitte experience globally.

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