Quantitative Credit Risk Consultant

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At Deloitte, we offer a unique and exceptional career experience to inspire and empower talents like you to make an impact that matters for our clients, people and society. Whatever your aspirations, Deloitte offers you unrivalled opportunities to realise your full potential. We are always looking for people with the relentless energy to push themselves further, and to find new avenues and unique ways to reach our shared goals.

So what are you waiting for? Join the winning team now.

Responsibility:

  • Implement credit risk analysis projects for banking clients, i.e., directly involving in data mining, credit risk modelling

Key task assignments include:

  • Collect and clean data
  • Collect management information for risk reporting with high quality in a timely manner
  • Conduct necessary analysis of risk data to provide recommendations to clients
  • Develop risk management models (for credit risk: application scorecard, behavior scorecard and other models in accordance with Basel II requirements) using R, S+, SAS… programming languages
  • Document methodology and steps to develop and maintain the models in accordance with Basel II requirements
  • Act as a contact point with clients' IT team to collect required data for risk analysis or modelling in accordance with requirements of each project
  • For Manager/ Senior Manager: Manage consulting projects, act as contact point in communication with clients in projects, lead engagement team members in key activities of projects
  • Perform other task assignments as required.

Requirements:

  • Degree in Banking and Finance; Finance Mathematics, Statistics, Risk Management, Econometrics or equivalents
  • At least one year of experience in Banking & Financial services industry
  • Thorough understanding of bank's internal processes and policies; and regulations and practices in banking sector
  • Skills and experience in Quantitative analysis and Data mining/ Statistics/ Financial mathematics/ Risk management
  • Relevant professional qualifications such as FRM, CFA qualification is more preferable
  • Familiar with statistics tools such as SAS, R-programming, S+, Matlab and database management tools such as SQL
  • Logical thinking, ability to work independently and good analysis, writing and presentation skills
  • Willingness to travel across Vietnam
  • Strong analytical and problem solving skills
  • Able to research new knowledge and technology
  • Team-work spirit and professional working behavior
  • Fluent oral and written English communication

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

Requisition code: 134074


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One of the largest professional services organizations in the U.S., Deloitte delivers innovative solutions to the complex business problems facing companies around the world. Deloitte offers rewarding careers in four businesses—audit, tax, consulting, and financial advisory. Widely recognized for its inclusion initiatives, Deloitte is committed to building a workplace environment that allows people from all generations, ethnicities, and cultures to be their authentic selves.


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