Advisory Manager (Analytics)
Deloitte & Touche LLP seeks a Advisory Manager (Analytics) in Jersey City, NJ.
Work You'll Do
Advisory Manager (Analytics) to manage and ensure quality internal and external communications and deliverables, including technical content of reports on various valuation and model validation engagements. Understand clients' business. Participate in add-on sales to clients. Build strong client relationships and ensure ongoing client communication. Utilize knowledge of various financial products and risk modeling techniques. Enhance relationships with audit and tax professionals and support audit engagements with specialized valuation and industry knowledge. Evaluate, counsel, mentor, and provide feedback on performance of subordinates and assist with recruitment retention of professionals. Review work performed by team members.
- Bachelor's (or higher) degree in Mathematics, Computer Science, Information Systems, Engineering, Finance, Accounting, Business Administration, or related field (willing to accept foreign education equivalent).
- Five years of assessing CCAR and Basel regulations and SR 11-7 guidance on model risk management, governance, and stress testing.
- Experience must include two years of:
- Conducting regulatory risk modeling, validation and model governance and performing valuations of structured finance securities for financial institutions;
- Researching and building models based on enhanced regulations to manage risk in the financial industry, including Dodd-Frank and CCAR regulations;
- Evaluating and valuing structured products, including CMBS, RMBS, ABS, CDO, CLO, and HELOCs using Intex and Bloomberg;
- Utilizing statistical and econometric modeling and testing techniques to validate regulatory models;
- Testing for model performance, fit, residual diagnostics, back-testing and building a code for model implementation using econometric analysis in SAS/R;
- Performing Basel III model validations, including validations based on the Final Rule, for securitization exposures (IRB approach) on eligibility, treatments and various credit risk requirements;
- Utilizing PD, LGD, and Credit risk modeling to assess credit risk of credit instruments using roll rate, Markov chains and scaling factor (mapping) approaches;
- Assessing and validating regulatory capital models through estimation of risk weighted assets for CMBS, retail and wholesale portfolios, including KIRB computation, using SFA and SSFA capital rules; and
- Conducting Comprehensive Capital Analysis & Review (CCAR) regulatory model validation for PPNR models using ARIMA and OLS regression.
- Position requires approximately 30% travel.
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Requisition code: XSFH17FA0417JCA1
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