Associate Director, Climate Risk Modelling and Model Governance

Job Description

What is the opportunity?

Global Risk Analytics (GRA) is the center of expertise for models used in risk management, covering market risk, counterparty credit risk, and emerging risk. The GRA Climate Risk Modelling and Model Governance team is responsible for the conceptualization, design, implementation, and maintenance of both physical and transition climate risk modeling frameworks. These models serve as fundamental tools for quantifying and assessing climate related risks across the enterprise. The team's scope includes alignment with evolving regulatory expectations, compliance requirements, and adherence to established industry best practices and methodological standards. The team also provides governance of departmental activities and support GRA senior management in developing strategic plans, tracking progress, and compiling reports on model enhancement and development projects.GRA is seeking an individual who ...