Climate Risk Modelling Role - Bank

CLIMATE RISK MODELLING

- Model development/validation/audit/review experience primarily for non-financial risk's one or more than one area of cyber risk, climate risk, IT/technology risk, financial crime/KYC/AML, and operation resiliency. Validation process involves understanding of development document, testing, and benchmarking using SAS, VBA, python and report writing /dashboard creating tools.

- Experience of working on design, development, and validation of non-financial risk models like CVaR, Heat Scorecard, Fraud model, FAIR model, QRA model, Extreme event modeling, Stress test models ( ex- for climate transitional and Physical Risk, Integration of credit risk in climate scenario or cyber risk scenario etc.)etc.

- Have master in statistics/economics/mathematics/financial modelling or any quant related master degree or Btech + MBA

Role description:

- Provide analytical support and manage projects to deliver non-financial risk model/validation/implementation work.

- Support practice in creating collateral, market offerings, prototype, sales deck, RFP/RFI/RFQ etc.

- Support hiring, interview, building training materials exp in to PD/LGD/EAD from climate risk and credit risk perspective, Physical and transition risk modeling, Weather/sea level/temperature forecasting for financial risk, stress testing experience, CCAR/CECL modeling experience, SAS+Pyhthon+VBA in excel , machine learning exp, Statistical modeling