Manager | Model Validation Quant - CCR | Hyderabad | Regulatory & Financial Risk

Job requisition ID :: 103179

Date: Jun 3, 2026

Location: Hyderabad

Designation: Manager

Entity: Deloitte Touche Tohmatsu India LLP

• *Manager \| Model Validation Quant \- CCR \| Hyderabad \| Regulatory \& Financial Risk**

• **Job requisition ID** : 103179
• **Location**: Hyderabad
• **Entity**: Deloitte Touche Tohmatsu India LLP

• *The Team**

Deloitte Strategy, Risk \& Transaction helps entities mitigate risk while discovering new opportunities to create value. Our end\-to\-end risk services span all domains, from managing strategic risks in the C\-Suite to improving board oversight, and from balancing financial and environmental policies to addressing cyber threats.**Learn more about Risk, Regulatory \& Forensic**)

• *Your work profile**

• Develop and validate risk measurement models for credit, market and liquidity risk
• Build frameworks to ensure regulatory compliance (Basel, LIBOR transition, Risk Based Supervision, IFRS9, IFRS17 etc.)
• Implement regulatory change programs
• Design and implement capital management strategies and tools
• Develop and validate risk measurement models for credit risk management covering:
• Credit rating / scoring methodologies
• Basel IRB models (PD, LGD, EAD etc.)
• Stress Testing/CCAR models
• IFRS9/USGAAP Impairment models

• *Key skills required:**

• Effective challenge and independent risk oversight mindset
• High attention to detail and documentation discipline
• Stakeholder influencing and relationship management
• Ability to manage multiple validations under tight timelines
• Desired qualifications Master’s degree or higher in Quantitative Finance, Statistics, Mathematics, Engineering, or related field
• 7 to 10 years of experience in modelling or validation of Wholesale IRB capital models, IFRS9, Climate Risk Modelling experience within large banking organizations
• Strong technical skills in Python, R, SAS, SQL and knowledge of credit modelling statistics