Associate Director, GRA Climate Risk Modelling and Model Governance

Summary

Develops quantitative physical and transition climate risk models and conducts scenario analyses to estimate impacts from hazards (e.g., wildfire, storm, earthquake) on lending portfolios. Performs large-scale data processing, probabilistic/statistical modelling, spatial analysis with GIS, and builds automated processes for monitoring, validation and integration into stress testing. Collaborates with internal stakeholders and external data vendors, documents models thoroughly, and supports model governance, reporting and strategic planning for model enhancement.