Assistant Manager - Credit Risk

You should have prior experience in Model Risk Management (Model development/model validation) with GSIBs or Indian Banks. A good understanding of ESG and Climate Risk models is necessary, including models such as Climate Change simulation models, counterparty-level transition & financial models, nature hazard models, physical risk models, climate scenario models, and emission pathway models. Experience in climate-related datasets such as Exiobase, S&P Trucost, and climate scenarios like NGFS, IEA, etc. is required. You should have supported central data and modelling teams in sourcing required data, developing climate scenario models, and determining the best way to integrate climate risk data into BAU credit risk models. It is essential that you have worked on Credit (retail or wholesale) model development/validation and understand different banking portfolios such as Credit Cards, Mortgage, PIL, Corporate, NBFI, etc. You should be capable of developing/validating models used for different regulatory perspectives such as FED, EBA, PRA, IFRS-9 regulations. Proven expertise in using statistical algorithms for solving diverse business challenges and creating significant business value is a must. Qualifications: - Master's / Bachelor's degree in mathematics/Statistics/Economics/Engineering/Computer Science/Management or any other quantitative fields of study - Strong quantitative and analytical skills with attention to detail and accuracy - Proficiency in SAS, Python, R - Candidates with SCR certification or any other certification on climate risk will be preferred.,