Head of Climate and Sustainability
3 days ago
We are seeking a highly skilled Stress Testing Analyst to join our team.
About the RoleThis role involves developing and enhancing our climate scenario planning and stress test methodologies, focusing on expected credit losses and capital demand.
- Develop and refine stress testing processes, methodologies, and models to ensure effective climate risk management.
- Collaborate with internal stakeholders to deliver high-quality climate risk stress testing results.
- Conduct thorough assessments of climate risk scenarios, translating them into actionable credit risk projections.
The ideal candidate will possess a deep understanding of Basel IRB models, stress testing, and MFRS9 approaches. A Bachelor's degree in actuarial science, statistics, mathematics, economics, or a related field is required. We welcome candidates with prior experience in ESG/Climate risk management or broader climate-related topics.
Job Responsibilities:
- Develop and implement robust climate risk stress testing systems through testing and maintenance.
- Prepare comprehensive reports for climate risk stress tests, ensuring accuracy and timeliness.
- Conduct in-depth analysis of climate risk stress test results to identify key drivers.
Requirements:
- Bachelor's degree in actuarial science, statistics, mathematics, economics, or a related field.
- Minimum 8 years of experience in financial institutions, preferably in risk management and stress testing.
- Strong managerial and analytical skills, with excellent communication and presentation abilities.
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