Climate Risk Modeller

7 days ago


Melbourne, Victoria, Australia ANZ Full time

About Us

ANZ's Climate Commitment

We'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 Role

As 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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