Machine Learning Specialist

The team

Deloitte Strategy, Risk & Transaction helps entities mitigate risk while discovering new opportunities to create value. Our end-to-end risk services span all domains, from managing strategic risks in the C-Suite to improving board oversight, and from balancing financial and environmental policies to addressing cyber threats. Learn more about Risk, Regulatory & Forensic)

Your work profile

• The ideal candidate will have a deep understanding of Hands-on experience in AI/ML model validation, with a strong focus on Neural Networks and Deep Learning.
• Strong Python and ML programming skills, with a good understanding of Neural Network architectures, model training techniques, explainability, interpretability, and reasonability assessment.
• Relevant experience in BFSI and credit risk, with hands-on knowledge of credit risk scorecard Development/Validation and IFRS 9 ECL.
• Good understanding of PD, LGD, and EAD.
• Strong communication, documentation, and presentation skills, with the ability to effectively communicate technical findings and validation observations to model development and business teams.

Key skills required:

• Proven experience in Credit Risk, specifically in scorecard Development/Validation and IFRS 9 ECL.
• Hands-on experience on Neural Networks and Deep Learning.
• Strong Python and ML programming skills.
• Ability to collaborate with model development and business teams.