Deloitte
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deloitte.com
Job details:
Summary
Position Summary
L35 - Senior Assistant, Valuation and Analytics Advisory | Credit and AI Specialist
Join Deloitte’s Audit & Assurance Valuation and Analytics team to support audit objectives through financial instrument pricing, valuation analysis, and data analytics. In this role, you will work with market data, valuation tools, and audit teams across industries to help assess complex instruments and document technical analyses. This opportunity offers exposure to valuation methodologies, structured products, and cross-functional collaboration in a dynamic professional environment.
Work you'll do
As an Assistant, Valuation and Analytics Advisory in the Valuation and Analytics team, you will be responsible for:
- Evaluating ACL/CECL methodologies for consistency with ASC 326 (CECL) and U.S. GAAP and documenting conclusions.
- Reviewing and analyzing model code in SAS, Python, and/or R to assess implementation against model documentation and controls.
- Designing and executing data analytics using tools such as SAS, Python, R, SQL, Tableau, Power BI, and VBA to support audit objectives.
- Developing process improvements and tooling to increase efficiency through automation and standardization.
- Collaborating with audit engagement teams and presenting complex quantitative concepts to technical and non-technical stakeholders.
- Contribute to AI risk and governance processes, including model documentation, control design, validation support, testing protocols, and ongoing monitoring.
Location : Bangalore & Gurugram
Shift Timings: 11 AM to 8 PM
Night shifts may be needed during January and February.
Qualifications
- Mandatory: Bachelor’s degree in mathematics or Statistics, or B.E./B.Tech. in Computer Science Engineering.
- Preferred certifications: CFA, FRM
Required
- 2-4 years experience in credit risk modeling, including Probability of Default (PD), Loss Given Default (LGD), and Exposure at Default (EAD), including development and/or validation of credit loss models.
- Understanding of CECL approaches, including loss-rate/vintage, PD/LGD, migration/roll-rate, probability-weighted scenarios, and discounted cash flow (DCF) methods.
- Experience reviewing model performance evidence, including back-testing, benchmarking, sensitivity analyses, and outcomes analysis of ACL drivers.
- Knowledge of portfolio types under CECL, such as commercial and industrial (C&I), commercial real estate (CRE), consumer, residential mortgage, credit card, and auto.
- Experience with model risk management and evaluating third-party CECL solutions and vendor models.
- Experience working with large datasets and econometric models.
- Proficiency in SAS, Python, R, and/or SQL.
- Strong understanding of the design, development, testing, and deployment support of AI/ML solutions, including Generative AI, LLMs, and traditional machine learning models.
- Experience with LLM prompt engineering, fine-tuning, and RAG (Retrieval Augmented Generation) architecture.
- Strong presentation, communication, client management, project execution and mentoring skills required.
Our purpose
Deloitte’s purpose is to make an impact that matters for our people, clients, and communities. At Deloitte, purpose is synonymous with how we work every day. It defines who we are. Our purpose comes through in our work with clients that enables impact and value in their organizations, as well as through our own investments, commitments, and actions across areas that help drive positive outcomes for our communities.
Our people and culture
Our inclusive culture empowers our people to be who they are, contribute their unique perspectives, and make a difference individually and collectively. It enables us to leverage different ways of thinking, ideas and perspectives, and bring more creativity and innovation to help solve our clients’ most complex challenges. This makes Deloitte one of the most rewarding places to work.
Professional development
At Deloitte, professionals have the opportunity to work with some of the best and discover what works best for them. Here, we prioritize professional growth, offering diverse learning and networking opportunities to help accelerate careers and enhance leadership skills. Our state-of-the-art DU: The Leadership Center in India, located in Hyderabad, represents a tangible symbol of our commitment to the holistic growth and development of our people. Explore DU: The Leadership Center in India .
Benefits To Help You Thrive
At Deloitte, we know that great people make a great organization. Our comprehensive rewards program helps us deliver a distinctly Deloitte experience that helps that empowers our professionals to thrive mentally, physically, and financially—and live their purpose. To support our professionals and their loved ones, we offer a broad range of benefits. Eligibility requirements may be based on role, tenure, type of employment and/ or other criteria. Learn more about what working at Deloitte can mean for you.
Recruiting tips
From developing a stand out resume to putting your best foot forward in the interview, we want you to feel prepared and confident as you explore opportunities at Deloitte. Check out recruiting tips from Deloitte recruiters.
Requisition code: 358527
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