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Senior Manager, Financial Engineering & Modeling

Montreal, QC
Full Time
2 days ago
Job Type:   11128  
Primary Location:  Montreal, Quebec, Canada  
All Available Locations:  Montreal  

Are you interested in credit risk modeling? Would you like to further develop your career with our exponentially expanding Financial Advisory Service, Modelling and Risk Advisory group? 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 this role you will help financial services industry (FSI) clients face quantitative issues with informed confidence. Using your deep technical skills and leveraging our global network of experts, you'll provide professional advice to our FSI clients in a wide range of situations. The result? Our clients will be better placed to take control and receive the best solutions to their complex challenges.

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 senior manager will communicate directly with different financial institutions to understand their needs and help them achieve their goals to meet risk management and regulatory requirements. Working closely 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 mandates, prepare 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

  • 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;
  • Leading large mandates and team management experience;
  • 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.

Join Deloitte and bring back that loving feeling. And love the company you keep.

At Deloitte we are redefining what it means to be a professional services firm. We know that business as usual just won't cut it. Our culture is built on the collaboration, flexibility and innovation needed to perform at the highest levels and exceed expectations.
We offer a truly differentiated Talent Experience that empowers our people with unlimited opportunities to do meaningful work and to grow, learn, and lead at every point in their career. With the power of our global network and reach, you'll always be part of the Deloitte community. Once Deloitte always Deloitte.

Lead yourself. Lead a team. Lead the firm. It's all possible at Deloitte.

Deloitte is an inclusive employer dedicated to building a diverse workforce. We encourage applications from all qualified candidates and will accommodate applicants' needs under the respective provincial human rights codes throughout all stages of the recruitment and selection process. Please advise the Recruiter to ensure your accessibility needs are accommodated throughout this process. Information received relating to accommodation will be addressed confidentially.

We thank all applicants in advance for their interest; however, only those candidates selected for an interview will be contacted.

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