Capital Markets Consultant - Basel II - Economic Capital

Deloitte & Touche USA LLP is the U.S. member firm of Deloitte Touche Tohmatsu and services are provided by its subsidiaries, including Deloitte & Touche LLP, Deloitte Consulting LLP, Deloitte Financial Advisory Services LLP and Deloitte Tax LLP. Deloitte & Touche USA LLP?s subsidiaries are among the nation?s leading professional services firms, providing audit, tax, consulting, and financial advisory services through nearly 30,000 people in more than 80 cities. Known as employers of choice for innovative human resources programs, they are dedicated to helping their clients and people excel.

The Practice
Deloitte & Touche's Capital Markets practice solves our clients' most complex financial instrument and physical market challenges by delivering risk advisory, technical accounting, quantitative, technology and operational services.? Our professionals bring extensive experience in risk management, trading, treasury, investment management, operations, accounting, taxation, asset securitization, and
management consulting to each assignment.? We operate as a national consulting practice within our Assurance and Enterprise Risk Services function and are organized to meet the global needs of companies through our network of professionals located in the world's major financial capitals.? Our Capital Markets financial services practice has full time practitioners focused on the following industries: banking and finance companies, securities, investment management, and insurance.
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The Risk Advisory Services Basel II/Economic Capital Service Line advises and assists the largest US and international banks on:
- Qualification for and implementation of Basel II
- Credit risk analysis, modeling and application of economic capital, RAROC, SVA techniques
- Technology solutions and architecture design for Basel II and Economic Capital implementation.
The Position
The consultant will have responsibility in the following areas:
- Participate in/manage consulting projects
related to credit risk, Basel II, economic capital, and banking technology
- Play lead role in key project areas
- Perform analytical analyses
- Create/manage production of deliverables and presentations
- Build relationships with client personnel
- Lead, coach/mentor and develop junior professionals

- The ideal candidate will have the following experience and characteristics:
- MBA, Masters degree in Financial Engineering and / or CFA preferred
- Financial Institutions experience in one or more of the following:
- Credit risk analysis; PD, LGD, EAD calibration
- Economic capital analysis and reporting
- Derivative counterparty credit risk analysis and reporting
- 2+ years experience in financial services with an emphasis on risk analysis and reporting
- Background in consulting for banks and broker/dealers or direct banking and broker/dealer experience.
- Bank or broker/dealer analyst
training program a plus.
- Major Bank or Investment Bank experience preferred over other organizations
- Quantitative background important
- Some programming skills a plus
- Strong presence and good communications skills
- Good writing skills
NOTE: CANDIDATE WITH LESS EXPERIENCE MAY BE CONSIDERED FOR MORE JUNIOR POSITIONS.


Deloitte & Touche USA LLP and its subsidiaries ("the Deloitte US Firms") are equal opportunity employers.

About Deloitte
Deloitte refers to one or more of Deloitte Touche Tohmatsu, a Swiss Verein, its member firms and their respective subsidiaries and affiliates. As a Swiss Verein (association), neither Deloitte Touche Tohmatsu nor any of its member firms has any liability for each other?s acts or omissions. Each of the member firms is a separate and independent legal entity operating under the names ?Deloitte,? ?Deloitte & Touche,? ?Deloitte Touche Tohmatsu,? or other related names. Services are provided by the member
firms or their subsidiaries or affiliates and not by the Deloitte Touche Tohmatsu Verein.
Deloitte & Touche USA LLP is the U.S. member firm of Deloitte Touche Tohmatsu. In the U.S., services are provided by the subsidiaries of Deloitte & Touche USA LLP (Deloitte & Touche LLP, Deloitte Consulting LLP, Deloitte Financial Advisory Services LLP, Deloitte Tax LLP and their subsidiaries), and not by Deloitte & Touche USA LLP.




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