Proof.
Recall that a local complete intersection morphism is perfect, see More on Morphisms, Lemma 37.62.4. By Lemma 48.17.9 it suffices to show that f^!\mathcal{O}_ Y is an invertible object in D(\mathcal{O}_ X). This question is local on X and Y. Hence we may assume that X \to Y factors as X \to \mathbf{A}^ n_ Y \to Y where the first arrow is a Koszul regular immersion. See More on Morphisms, Section 37.62. The result holds for \mathbf{A}^ n_ Y \to Y by Lemma 48.17.3. Thus it suffices to prove the lemma when f is a Koszul regular immersion. Working locally once again we reduce to the case X = \mathop{\mathrm{Spec}}(A) and Y = \mathop{\mathrm{Spec}}(B), where A = B/(f_1, \ldots , f_ r) for some regular sequence f_1, \ldots , f_ r \in B (use that for Noetherian local rings the notion of Koszul regular and regular are the same, see More on Algebra, Lemma 15.30.7). Thus X \to Y is a composition
X = X_ r \to X_{r - 1} \to \ldots \to X_1 \to X_0 = Y
where each arrow is the inclusion of an effective Cartier divisor. In this way we reduce to the case of an inclusion of an effective Cartier divisor i : D \to X. In this case i^!\mathcal{O}_ X = \mathcal{N}[1] by Lemma 48.14.1 and the proof is complete.
\square
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