Financial Planning and Analysis

• Strategic ESG leadership and management of scarce resources
• Defining a decarbonization strategy and operationalizing the credit life cycle
• Integrating ESG risks into risk appetite frameworks and/or risk management policies (portfolio alignment, sectoral green/brown scoring, credit risk indicators, operational risk event scenarioing, market VaR deformation, etc.)
• Analyzing and incorporating the sensitivity of different ESG dimensions across solvency planning and management components
• Assessing the impacts of ESG components within ALM management (cashflow projections, modelling, pricing, risk management…)
• Designing and deploying an ESG governance framework (roles and responsibilities across lines of defence, committee structure, escalation processes…)
• Designing and implementing a climate and ESG risk management framework (governance, identification, measurement, control, monitoring…)
• Climate risk modelling and climate stress testing
• Designing and implementing methodologies to assess and measure transition risk (climate score, sectoral risk distribution, carbon analysis and counterparties’ financial health…)
• Designing and implementing methodologies to assess and measure physical risk (weather scenarios, climate hazards, asset geolocation, collateral valuation)
• Designing frameworks and methodologies for climate stress testing (risk materiality, scenario development and vulnerability assessment for transition or physical risks, selection and rationale for scenario horizon, calibration of risk-parameter shocks according to climate scenarios, tool development, impact simulation and financial consequences, integration into management and interaction with other processes)
• Designing and implementing an ESG risk mapping (transmission and propagation channels, integration of ESG factors into traditional risks, materiality…)
• Integrating climate model outputs into different risk models (PD, LGD, VaR…) and adapting ICAAP models via add-ons or by adjusting Pillar 2 risk models
• Impact analysis and compliance with current regulations (CRR III/CRD VI, Pillar 3, Taxonomy Regulation, CSRD, SFDR) and forthcoming requirements (ECB, EBA, EIOPA, ACPR, etc.)
• Reviewing governance and processes, with a particular focus on ESG data (collection, processing and visualization)
• Supporting the selection of ESG decision-support tools and the production of regulatory ESG reporting

Experienced Consultant — Finance, Risk and ESG Compliance

ERP Cloud Finance Consultant

Product Owner – Finance

FP&A Manager – Head of Financial Analysis & Planning

Consultant, ERP Cloud Finance