Climate risk modelling
6 days ago
Job Overview:
We are seeking an expert to lead the development and integration of climate risk models, focusing on the impact of climate change on credit risk parameters (PD, LGD, EAD) and Expected Credit Loss (ECL). You will develop models that incorporate physical and transition risks, conduct scenario analysis, and ensure compliance with climate-related financial regulations.
Responsibilities:
Develop and maintain climate risk models for PD, LGD, EAD, and ECL.
Quantify climate-related risks, 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.
Qualifications:
Bachelors/Master’s/Ph D in relevant fields (e.g., Risk Management, Environmental Science, Finance).
5+ years in risk modelling, with experience in climate risk and financial modelling.
Proficient in programming (Python, R) and financial risk software.
Strong communication skills for presenting technical findings to non-technical stakeholders.
Why Join Us?
Opportunity to shape the future of climate risk management.
Competitive compensation and career growth opportunities.
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