01Overview
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 climaterelated analytics into credit risk, liquidity risk, stress testing, capital planning (ICAAP), and senior management decisionmaking, 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 handson quantitative climate risk analytics, including Physical and transition risk modelling, Climate scenario analysis, Portfoliolevel vulnerability and loss assessment.
Ensure climate risk impacts are explicitly translated into financial risk metrics, including PD, LGD, ECL under IFRS 9, capital consumption, and riskweighted assets, where applicable.
Lead climate scenario analysis and stress testing exercises, including the application of NGFS or equivalent scenarios and their translation into financial, capital, and concentration risk impacts (PD/LGD/ECL, capital, concentration risk).
Lead and coordinate cross functional initiatives spanning Risk, Business, Finance, Treasury, Technology, and external vendors or consultants.
Partner closely with Business Lines, Credit, ERM, Finance, Treasury, Compliance, and ESG teams to bridge technical climate analytics with business impact, capital considerations, and strategic decision making.
Engage confidently with regulators, internal audit, and model validation teams on climate risk methodologies, assumptions, findings, and governance.
Support in building climate risk capacity within Risk Analytics through mentoring, .
