Skills/Experience Required : - 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 - In addition, include any other functional requirements that are applicable for this role Further Information can be obtained from: Contact Person : Additional Information /Specific Skills (If Any): - Candidate should have experience of quantitative and qualitative research with focus on ESG and Climate Risk model validation. This covers 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 across various lines of business. - Candidate should be able to assess model design, assumptions and limitations. Formulate independent opinions with respect to inherent model risks and implications in its use cases. - A successful 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. Candidates should have good communication skills and should be able to independently write good reports highlighting model risks for senior management. Person should be familiar with Python, R, SAS, SQL.

Bangalore

Gurgaon/Gurugram

Kolkata

Climate Risk/Credit Risk Role - Wholesale Model - BFSI 

Job Description for Climate Risk/Credit Risk Role - Wholesale Model - BFSI  in Black Turtle India Pvt Ltd in  Bangalore Gurgaon/Gurugram Kolkata for (3-5) years of experience. Apply Now!