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Climate risk analytics

Sydney
Bluefin Resources
Posted: 12 September
Offer description

Leading Bank
- Exciting Climate Risk Focused Position
- Attractive Remuneration on Offer
- Leading Bank
- Exciting Climate Risk Focused Position
- Attractive Remuneration on Offer

**About the role**:
As the incumbent you will join an Integrative Risk function to enhance the institution's risk management framework through analysing the effects of Climate Risk on their current portfolio.

In this role you will construct a climate change risk framework through the analysis of data to develop a climate risk measurement methodology and determine the climate risk appetite of the bank.

This is a unique opportunity to develop a risk management framework from scratch within a prestigious institution and maintain complete ownership for the implementation of the respective standards as well as making invaluable recommendations that will determine the lending strategies of the bank.

The incumbent of this role would need to be based in Sydney.

**Responsibilities**:

- Ensure adherence to relevant local and international regulatory standards including CPG 229
- Design an internal and external reporting framework on Climate Risk
- Explore data options and requirements linking various data sources
- Develop and implement methodologies for the measurement of Climate Risk
- Translate scenarios into risk measures e.g. losses, capital for operational risk, market risk and credit risk
- Set a Risk Appetite Statement for the institution and present to senior internal & external stakeholders

**Requirements**:

- Excellent tertiary qualifications in an Applied Mathematical or otherwise relevant discipline e.g. Climate, Mathematics, Actuarial etc.
- Technical proficiencies in SAS & SQL or equivalent
- At least 4 years' experience in a Risk Analytics role within the Financial Services industry
- Previous exposure to Climate Science and/or Climate Risk (advantageous)

For further information about this position please contact Olivia on 0409 356 856 or simply click APPLY.

BBBH47949_166788728157854

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