Consultant at Black Turtle
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AVP - ESG & Climate Risk Model Validation (6-10 yrs)
1. Experience in MRM (model development/validation).
2. Experience in ESG and Climate Risk model validation- ESG and Climate Risk models including Climate Change simulation models, counterparty-level transition & financial models, nature hazard models, physical risk models, climate scenario models, emission pathway models and ESG scorecards.
3. Candidates with SCR certification or any other certification on climate risk will be preferred.
4. Person should be familiar with Python or R or SAS.
- Minimum 3-5 years of experience of financial model validation/development experience in Risk Management
- Master's / Bachelor's degree in Mathematics/Statistics/Economic/Engineering/Computer Science/Management or any other quantitative fields of study
- Proficiency in Python, SAS, R, MS Office tools like Excel & PowerPoint.
- Proven expertise in using statistical algorithms for solving diverse business challenges and creating significant business value
- Candidate should have worked on Credit (retail or wholesale) or market risk model validation. Candidate should have basic understanding of different banking portfolios such as Credit Cards, Mortgage, PIL, Corporate, NBFI etc. He/she should be able to validate models used for different regulatory perspective such as OCC/FRB, EBA Guidelines and PRA regulations.
- Candidate with climate model risk knowledge and/or certification like GARP SCR will be preferred.
- Enthusiasm for proactively seeking, exploring and developing use cases for new data and/or tools/wider industry trends
- Candidate should be able to go through vast range of documentation and come up with concise set of questions highlighting model risk in the model.
- Excellent written and verbal communication skills. Ability to develop and effectively communicate complex concepts and ideas
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