Assistant Manager - Credit Risk

As an experienced professional in Model Risk Management with prior experience in GSIBs or Indian Banks, you should have a good understanding of ESG and Climate Risk models. This includes familiarity with Climate Change simulation models, counterparty-level transition & financial models, nature hazard models, physical risk models, climate scenario models, and emission pathway models. You should also be well-versed in climate-related datasets like Exiobase, S&P Trucost, and climate scenarios such as NGFS, IEA, etc. Your role will involve collaborating with central data and modelling teams to source necessary data, develop climate scenario models, and integrate climate risk data into BAU credit risk models effectively. Additionally, your experience in Credit (retail or wholesale) model development/validation is crucial. It is essential that you understand various banking portfolios such as Credit Cards, Mortgage, PIL, Corporate, NBFI, and can develop/validate models aligning with regulatory perspectives such as FED, EBA, PRA, IFRS-9 regulations. Your proven expertise in utilizing statistical algorithms to address diverse business challenges and drive significant business value will be highly valuable. **Key Responsibilities:** - Prioritize model risk management tasks effectively - Develop and validate climate risk models - Collaborate with central data and modelling teams - Integrate climate risk data into BAU credit risk models - Understand and work on various banking portfolios - Ensure compliance with regulatory perspectives **Qualifications Required:** - Master's / Bachelors 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 - SCR certification or any other certification on climate risk will be preferred,