Job Description

Job Title: RA-R&LS-FIRR

Job requisition ID :: 47458

Date: Sep 7, 2022

Location: Delhi

Designation: Senior Analyst

Entity:

What impact will you make?
Every day, your work will make an impact that matters, while you thrive in a dynamic culture of inclusion, collaboration and high performance. As the undisputed leader in professional services, Deloitte is where you’ll find unrivaled opportunities to succeed and realize your full potential
Deloitte is where you’ll find unrivaled opportunities to succeed and realize your full potential.
The Team
Deloitte helps organizations transform the ways they leverage people, third-party relationships, technology, data, business processes, and controls to manage operational risks and elevate business performance. Developing integrated, strategically-aligned operational risk management solutions allow organizations to make optimized business decisions.
Learn more about our Operational Risk Practice.
Accountabilities:

• Responsible for reviewing/reporting the capital / RWA computation for the Banks (Indian / Foreign) in line with regulatory requirements
• Responsible for reviewing / enhancing /developing / reporting the capital charge for counterparty credit risk as per CEM and SACCR approach
• Assist in technology implementation (For eg. OFSAA / SAS / for CAPAD) for CAPAD, ICAAP and other risk types
• Be part of the team to assist the client in designing the strategies to optimize the capital, balance sheet optimization
• Assist in reviewing/ enhancing/reporting and developing the stress testing framework along with calculations and impact on profitability and capital
• Contribute to broader projects involving capital management expertise, such as counterparty credit risk, ICAAP, Stress Test, risk based performance measurement techniques, etc

Liquidity Risk Accountabilities:

• Help clients develop an ALM framework (governance, policy, risk limits, process, etc.) and responsible for reviewing/reporting the liquidity profile for the Banks (Indian / Foreign) in line with regulatory requirements
• Support client in understanding and implementation of regulatory requirements and best practices around ALM / Liquidity Risk
• Be part of technology implementation projects related to ALM and FTP
• Help define ALM management principles develop or validate ALM models (Behaviroal models), measurement techniques (EaR, IRRBB, impact on market value of equity)
• Assist client in reviewing / enhancing/ developing / reporting fund transfer pricing (FTP)
• Be part of technology implementation projects related to ALM and FTP

Your role as a leader
At Deloitte India, we believe in the importance of leadership at all levels. We expect our people to embrace and live our purpose by challenging themselves to identify issues that are most important for our clients, our people, and for society and make an impact that matters.
In addition to living our purpose, a person across our organization:

• Identifies and embraces our purpose and values and puts these into practice in their professional life
• Develops self by actively seeking opportunities for growth, shares knowledge and experiences with others, and acts as a strong brand ambassador
• Seeks opportunities to challenge self; teams with others across businesses and borders to deliver and takes accountability for own and team results
• Builds relationships and communicates effectively in order to positively influence peers and other stakeholders
• Understands objectives for clients and Deloitte, aligns own work to objectives and sets personal priorities

How you’ll grow
At Deloitte, our professional development plan focuses on helping people at every level of their career to identify and use their strengths to do their best work every day. From entry-level employees to senior leaders, we believe there’s always room to learn. We offer opportunities to help build world-class skills in addition to hands-on experience in the global, fast-changing business world. From on-the-job learning experiences to formal development programs at Deloitte University, our professionals have a variety of opportunities to continue to grow throughout their career. Explore Deloitte University, The Leadership Center.
Benefits At Deloitte, we know that great people make a great organization. We value our people and offer employees a broad range of benefits. Learn more about what working at Deloitte can mean for you.
Our purpose
Deloitte is led by a purpose: To make an impact that matters.
Every day, Deloitte people are making a real impact in the places they live and work. We pride ourselves on doing not only what is good for clients, but also what is good for our people and the communities in which we live and work—always striving to be an organization that is held up as a role model of quality, integrity, and positive change. Learn more about Deloitte's impact on the world
Recruiter tips We want job seekers exploring opportunities at Deloitte to feel prepared and confident. To help you with your interview, we suggest that you do your research: know some background about the organization and the business area you’re applying to. Check out recruiting tips from Deloitte professionals.