VP, Climate Risk

Summary

Lead the assessment and quantification of climate-related financial risks across banking portfolios using quantitative and qualitative models, scenario analysis, and stress testing. Develop, maintain and embed climate risk models and methodologies into risk and financial processes (capitalisation, impairment, stress testing), ensure regulatory and model risk compliance, and produce clear materials for senior stakeholders and governance committees. Research external climate developments, influence cross-functional owners to integrate model outputs into strategic infrastructure, and drive process and workflow improvements for robust execution.