Climate Risk Modeller
7 days ago
About Us
ANZ's Climate CommitmentWe're committed to shaping a world where people and communities thrive, driven by a common goal: to improve the financial wellbeing and sustainability of our millions of customers. As a responsible bank, we're taking proactive steps to navigate the challenges posed by climate change.
The RoleAs a Manager, Climate Scenario Analysis, you will lead climate risk analytics and scenario analysis (including stress testing), providing stakeholders with clear insights into potential climate-related risks and opportunities across the bank's portfolios. Your role is pivotal in supporting informed decision-making and developing sustainable portfolio strategies that align with ANZ's commitment to a resilient and sustainable future.
- Analyse and identify factors contributing to climate-related risks across business portfolios and collaborate with data engineers to source and establish climate risk datasets.
- Ensure seamless delivery of Climate related regulatory disclosures for various geographies that ANZ operates in.
- Deliver on Climate Risk analytics and work with Stress Testing and Modelling teams to design and deliver on Climate disclosures and models.
- Work with relevant stakeholders to design and create adaptable stress testing models specifically tailored for climate-related risks and estimate the impact of these risks from the perspectives of credit risk weighted assets (RWA) and provisions.
- Ensure the climate-related risk models adhere to regulatory requirements and industry standards.
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