IRRBB

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 SRT 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.

Work you’ll do

In our team you’ll build and nurture positive working relationships with teams and clients with the intention to exceed client expectations. You’ll :

• Gather & translate requirements – Work with risk officers, treasury, finance, and regulators to elicit, analyse, and document functional and non‑functional requirements for IRRBB calculations, producing user stories, process flows, and gap analyses.
• Design techno‑functional solutions – Create data‑model mappings and end‑to‑end data‑flow diagrams that link core‑banking, treasury, and market‑data feeds to the IRRBB analytics engine (repricing, earnings‑at‑risk, economic‑value‑of‑equity).
• SQL development & optimisation – Write complex SQL queries (CTE, window functions, pivot / unpivot) to extract, transform, and load large banking datasets; develop stored procedures, views, and validation scripts; tune performance for millions of rows.
• Risk‑model implementation & validation – Support the build, back‑testing, stress‑testing, and documentation of IRRBB models; produce validation and audit artefacts for internal and regulator review.
• Reporting & dashboarding – Build automated regulatory and management dashboards (Power BI, Tableau, Qlik) using SQL‑driven data feeds; ensure timely delivery of reporting packs and exception alerts.
• Stakeholder collaboration & agile delivery – Act as the bridge between risk, finance, treasury, and IT; participate in sprint planning, daily stand‑ups, and retrospectives; facilitate workshops and training on IRRBB concepts and tools.
• Continuous improvement – Identify data‑quality gaps, propose enhancements to valuation methodologies, and drive automation of IRRBB processes to increase efficiency and control efficacy.
• Business analysis : Elicit, document, and translate functional and non‑functional requirements into user stories, process flows, and gap‑analysis reports for risk‑management initiatives.
• SQL & data engineering : Write and optimise complex SQL queries to extract, transform, and validate large banking datasets; develop stored procedures, views, and ETL scripts.
• Techno‑functional design : Create data‑model mappings between core banking, treasury, and risk‑analytics platforms; design end‑to‑end data flows for IRRBB calculations (repricing, earnings‑at‑risk, economic‑value‑of‑equity).
• Risk modelling & validation : Support implementation, back‑testing, stress‑testing, and documentation of IRRBB models; produce validation and audit artefacts for internal and regulator review.
• Reporting & visualisation : Build automated regulatory and management dashboards (Power BI, Tableau, Qlik) using SQL‑driven data feeds; ensure timely delivery of reporting packs.

Qualifications

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, employees at this level, across our organization :

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, fastchanging 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.

To take the next step and join our progressive and motivated team, please contact intasrt@deloitte.com