Model Risk Management, Specialist Master
Posted on: May 16, 2022
We're looking for a sharp analytical thinker who's adept at
financial valuation and modeling to join our Advisory practice. You
will assist our team in providing valuation and modeling expertise
related to derivatives and other complex financial instruments for
Deloitte's clients in North America and worldwide. You will work on
valuation of fixed income, equity, and credit derivatives for both
internal and external clients, and will also be involved in
consulting services related to quantitative modeling, model review,
and financial instrument valuation.
Work you'll do:
You will provide a range of qualitative and quantitative consulting
services in the areas of financial instrument valuation, modeling,
model validation and model risk management, risk management,
valuation and model governance. In addition you will serve as a
team member for financial valuation projects and quantitative
consulting engagements, work on assigned project responsibilities
and meet project requirements, maintain effective communications
with clients and team to ensure client satisfaction, serve as a
member on engagement where responsibilities include detailed
execution of valuation and modeling projects and documentation of
modeling methodologies and results. Learn about Deloitte's
Regulatory & Operations Risk Practice.
Working across industry sectors, from law firms to government
agencies, we bring deep experience in valuing, modeling and
analyzing business interests and their underlying assets, including
real estate, fixed assets, intellectual property and complex
financial instruments. We have a highly-specialized expertise
connected with a deep understanding of our clients businesses and
markets, this enables us to provide insights related to the full
spectrum of business transactions from mergers and acquisitions to
litigation and disputes. This helps us identify opportunities for
growth and maximize long-term advantage for our clients.
- Strong background in mathematical finance at the level of a PhD
or Master's level degree in Mathematical Finance, Mathematics of
Finance, Financial Engineering or Quantitative Finance or a related
field is required. Very strong undergraduates with necessary
background and or relevant work experience may be considered.
- PhD, CPA, CIA, CFA, CA, CCA, CMA, CAIA or FRM certification
- Familiarity with financial markets, derivative valuation,
trading, deal structuring or risk management.
- 4 to 6 years of relevant work experience (pricing, risk
management, data analysis and quantitative modeling, model
development and in-depth knowledge/exposure to pricing methods and
- Understanding of financial instrument valuation concepts.
- Strong analytical and computer skills including experience with
quantitative analysis technical tools and techniques.
- Ability to explain difficult financial modeling/valuation
concepts to diverse audiences and to experts at various
- Comfortable providing technical assistance and financial
modeling expertise to non-technical clients and internal
- Serve as member on engagement where responsibilities include
detailed execution of valuation and modeling projects and
documentation of modeling methodologies and results.
- Provide recommendations for improved and enhanced business
efficiency to clients.
- Assume responsibility for managing engagements.
- Demonstrated track record of team leadership and project
- Experience mentoring staff, evaluating performance and
providing candid performance feedback.
- Recognize, communicate and lead opportunities to sell "add on"
work and new work to clients.
- Writing/reviewing of various reports related to
- Work on assigned project responsibilities and meet project
requirements. Maintain effective communications with client and
team to ensure client satisfaction.
- Apply problem solving skills and deliver Deloitte methodology
- Exercise professional judgment on engagements by providing
proactive solutions and recommendations.
- Proactively manage career by setting goals and career plans
with advisor/career counselor.
- Proficient in Microsoft Word, Excel and PowerPoint.
- Exhibit a professional, business-like demeanor.
- Demonstrate leadership skills.
- Limited employer sponsorship may be available
- While 50% or more of travel is a requirement of the role, due
to COVID-19, non-essential travel has been suspended until further
- Related consulting experience.
- Background in derivatives finance, including detailed knowledge
of derivatives theory and securities pricing and financial
instrument types and structures.
- Experience with derivatives and complex financial instruments
- Experience with Asset Liability Management (ALM) or
Counterparty Valuation Adjustment (CVA) is a plus.
- Experience with quantitative analysis technical tools and
techniques such as Bloomberg, MATLAB, Monte-Carlo Simulation tools
such as Crystal Ball and @Risk, FinCAD, NumeriX, Savysoft TOPS,
Principia, Summit, SuperDerivatives.
Keywords: Deloitte, Washington DC , Model Risk Management, Specialist Master, Executive , Washington, DC
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