Climate Risk Modeling VP

Citi is seeking a Climate Risk Modeling VP for its CORA Team in Maharashtra, India. The role involves developing and implementing models to assess climate impacts on wholesale lending, working with large datasets, and ensuring compliance with regulatory standards. Candidates should have 6-10 years of experience in risk modeling, strong programming skills, and excellent communication abilities. A Bachelor’s degree is required, with a preference for a Master’s.
Job Description

This role on the Credit & Obligor Risk Analytics (CORA) Team requires in-depth climate knowledge, business analysis skills, and excellent communication to work in a multidisciplinary team. The successful candidate will be responsible for developing as well as implementing economic and financial models to assess the impacts of climate changes on Citi's wholesale lending portfolios, and for integrating solutions into the broader firmwide risk identification and stress testing framework.

Responsibilities:
• Develops, enhances, and validates the methods of measuring and analyzing climate risk, for both physical and transition, to be used in risk identification and stress testing, with a focus on impact to commercial real estates.
• Works with large datasets and complex algorithms to solve data science challenges. Leverages big data and latest machine learning technique to develop innovative deployable solutions for climate change.
• Develop and implement models to produce analytics and reporting used to manage climate risk for Citi's operations.
• Conducts analysis and packages it into detailed technical documentation report for validation purposes sufficient to meet regulatory guidelines and exceed industry standards.
• Participates on teams to solve business problems.

Qualifications:
• 6-10 years experience
• Strong knowledge and understanding of a variety of model development and validation testing techniques covering risk models.
• Expertise in programming, data modelling and data management and proficient in Python, SQL, Unix/Linux operating system.
• Ability to deliver compelling presentations and influence executive audiences.
Excellent communicator; ability to engage and inspire team forward.
• Experience working in Big data environments; Intellectual curiosity to stay abreast of technological advances.

Education:
• Bachelor’s/University degree or equivalent experience, potentially Masters degree

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Job Family Group:
Risk Management

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Job Family:
Risk Analytics, Modeling, and Validation

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Time Type:

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