Climate Risk Management Lead

5 days ago


Melbourne, Victoria, Australia Australia and New Zealand Banking Group Limited Full time
Job Description

We are seeking a Senior Manager, Climate Scenario Analysis to lead climate risk analytics and scenario analysis in the Risk Metrics and Measurement team.

As a key member of our team, you will provide stakeholders with clear insights into potential climate-related risks and opportunities across our bank's portfolios.

You will design and implement adaptable models that meet the evolving needs of our stakeholders, collaborating closely with subject matter experts across various credit risk portfolios.

Your role is pivotal in supporting informed decision-making and developing sustainable portfolio strategies that align with our commitment to a resilient and sustainable future.

This is a newly created position where you will set a benchmark for excellence, contributing significantly to the global effort to navigate the challenges posed by climate change.

About the Role
  • Analyse and identify factors contributing to climate-related risks across business portfolios.
  • Collaborate with data engineers to source and establish climate risk datasets.
  • Ensure seamless delivery of climate-related regulatory disclosures for various geographies.
  • 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.
What You'll Bring
  • Extensive banking experience within banking, preferably in credit risk modelling, climate risk modelling, or climate risk regulatory disclosures.
  • Management/coaching skills and experience leading a team of quantitative analysts.
  • Strong numerical, analytical, and problem-solving capabilities.
  • Tertiary qualification in an analytics-based degree (statistics, economics, actuarial science, mathematics, quantitative finance, engineering).


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