Climate Risk Modelling Specialist

3 weeks ago


Thoothukudi, Tamil Nadu, India EliteRecruitments Full time

We are seeking an experienced Climate Risk Modelling Specialist to lead the development and integration of climate risk models for a Big4 Consulting firm. This role involves focusing on the impact of climate change on credit risk parameters (PD, LGD, EAD) and Expected Credit Loss (ECL).

Key Responsibilities
  • Develop and maintain climate risk models for PD, LGD, EAD, and ECL.
  • Quantify climate-related risks by integrating climate change scenarios into credit portfolios.
  • Perform stress testing and scenario analysis for climate-related financial risks.
  • Ensure ECL models reflect climate change uncertainties and regulatory requirements.
  • Collaborate with internal teams and provide insights to senior management.
  • Stay updated on climate research, regulations, and best practices.

The ideal candidate will have a strong background in risk modelling, with experience in climate risk and financial modelling. They will be proficient in programming languages such as Python and R, as well as financial risk software. Strong communication skills are also essential for presenting technical findings to non-technical stakeholders.

The salary for this position is estimated to be between $120,000 and $180,000 per year, depending on experience. EliteRecruitments offers competitive compensation and career growth opportunities to its employees.



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