Risk

• Support the capability development and continued improvement of the physical climate risk platform.
• Source and process catastrophe model data, sustainability data, and portfolio data in compliance with data governance processes.
• Assist the physical climate risk integration methodology development to incorporate physical climate risk into stress testing and capital planning models.
• Participate in climate scenario analysis and stress testing to quantify the impact of natural hazards on credit portfolios and synthesize insights for enhanced portfolio resilience.
• Contribute to the creation of hazard-specific credit metrics to support risk monitoring, risk appetite setting, and business growth.
• Draft model documentation, regulatory submissions, and internal report, ensuring accuracy and transparency.
• Partner with cross-functional teams to discover new directions to enhance credit risk management, conduct research to create tailored and pragmatic analytical solutions.
• Monitor regulatory news and collaborate with stakeholders to ensure compliance with regulatory requirements and accounting standards.

Sustainability & Climate Risk Associate

IT Risk Manager

Technology Risk Oversight Manager

Market Risk Stress Testing Specialist

EHS Governance

Senior Director of Risk