Capital Markets Senior Consultant (Risk Systems Specialist - QSG

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.Deloitte & Touche LLP's ("Deloitte & Touche's") Audit and Enterprise Risk Services (AERS) are distinguished by our risk-based approach, experienced professionals, comprehensive methodologies, and technical resources. AERS services combine competency and experience in the areas of financial reporting, risk management, and compliance to help address our clients' most important issues.
 
The need to
effectively manage risk has never been more important for companies, especially in today's changing market environment.  Our Capital Markets practice throughout the global organization helps clients improve their capabilities for managing the risks associated with operating in the traded financial instruments and energy markets, and enables them to meet their business objectives and remain competitive in the marketplace. 
 
Using sophisticated tools and methodologies, we work with clients to address their most complex challenges by assisting them with defining risk strategies, improving risk management systems, and streamlining processes.  We provide specialized risk accounting analysis and support, and we help develop and implement enterprise-wide, quantitative approaches to managing market, operational and credit risk. 
 
Deloitte's Global Energy Markets Group is looking for a Senior Consultant to join its Quantitative Services Team. The Senior Consultant will work on market and credit risk
measurement related engagements. These include assessments of clients' risk management methodologies (e.g., VaR, potential credit exposure), risk system selection, and system implementation engagements. Roles within system-related engagements may be either business functional or technical in nature, depending on prior experience. Projects may involve roles around data requirements, risk factor modeling, instrument modeling, valuation, risk aggregation, stress testing and risk reporting. The Senior Consultant may also be involved in the valuation of complex commodity derivative instruments, and may also be involved in consulting projects related to complex derivatives modeling, model review, and derivatives pricing.
 
Demonstrated Abilities:
- Writing reports
- Contribute to a strong client relationship through interactions with client personnel
- Understand engagement as it relates to client's business
- Demonstrate knowledge in some areas of industry or functional
specialty
- Assume responsibility for small components of engagements.  May have greater role on small engagements
- Contribute to engagement planning and ensuring that products/deliverables meet contract/workplan
- Deliver services that meet Deloitte & Touche LLP task leader specifications
- Recognize and communicate opportunities to sell "add-on" work to client
- Contribute to a positive team attitude - Strong background in mathematical finance at the level of a Master's degree in quantitative finance is a prerequisite.
- Strong undergraduates with the necessary background and experience may be considered.
- 4+ years related experience.
- Solid mastery of financial engineering concepts required.
- Sound knowledge base in financial and energy risk management methodologies is considered important.
- Exposure to actual risk system functionality and components would be beneficial.
- Experience with software
implementations and business functional analysis and requirements definition would be an asset.
- Applicants are expected to have strong analytical and computer skills.
- Programming skills (Visual Basic, C/C++, SAS, MATLAB) are desirable.
- Strong technical and organization skills
- Analytical and detail oriented
- Team-oriented
- Strong oral and written communication skills
- Proficiency in MS office products, including, Excel, Word, PowerPoint is also required
- Willingness to travel (extensive travel may be involved)Deloitte & Touche USA LLP and its subsidiaries ("the Deloitte US Firms") are equal opportunity employers.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.
REQUIREMENTS
Please see Job Description