Job Description
- Develop and enhance the stress testing processes, methodologies and models.
- Engage with internal stakeholders to support delivery of the climate risk stress testing.
- Conduct assessment of climate risk scenarios, focusing primarily on the execution of stress tests and translation of climate risk scenarios to credit risk projections
- Simulate MFRS9 ECL and/or regulatory credit risk capital demand (RWA and EL) projections for the credit portfolios.
- Prepare and submit reports for climate risk stress tests for management, board and regulator.
- Conduct in depth analysis of climate risk stress test results to identify risk drivers.
- Implement and enhance a robust climate risk stress testing system through testing and maintenance of the system.
- Develop climate policies and manuals related to climate stress testing
- Address any CRR related to climate stress testing.
- Support other internal and regulatory stress ...
Apply for This Position
Ready to take the next step? Click the button below to submit your application.
Submit Application