Job Description
Job Purpose
Under the Global head of ESG Risks, the role is responsible for strategic ownership and oversight of climate risk model development, analytics, and integration into ICAAP and stress testing exercises. The resource will lead the analytics efforts on a group wide basis in embedding climate‑related analytics into credit risk, liquidity risk, stress testing, capital planning (ICAAP), and senior management decision‑making, in line with home & host countries regulatory expectations and industry best practices.
Key Result Areas
- Provide hands-on experience in climate risk analytics, including physical and transition risk assessment, scenario analysis, stress testing and integration of climate risk into credit risk, liquidity risk, capital and stress testing frameworks.
- Own and deliver hands‑on quantitative climate risk analytics, including Physical and transition risk modelling, Climate scenario analysis, Portfolio‑le...