AVP - Climate Risk Scenario Analysis - BFS

The AVP, Climate Risk Scenario Analysis, will be based in Bangalore, providing essential support for the Group Climate Risk team. This role involves collaboration with a dedicated onshore manager, focusing on content-driven topics and senior stakeholder management.

Some of the key responsibilities will include:

Lead Scenario Analysis Workstream:

- Oversee scenario analysis efforts for both the group and individual countries.

- Act as the main contact for country-specific climate stress tests and scenario analysis.

Reporting and TCFD Compliance:

- Lead reporting initiatives, ensuring compliance with TCFD (Task Force on Climate-related Financial Disclosures) requirements for countries.

Climate Risk Strategy:

- Head the Climate Risk scenario workstream, focusing on regulatory and management stress testing, scenario analysis, and periodic evaluations.

- Support the utilization of climate scenario analysis for various objectives, such as risk management, business decision-making, and strategy.

Business Understanding:

- Demonstrate a comprehensive understanding of the business model and risk profile.

Process Evaluation and Improvement:

- Evaluate existing controls and contribute to designing new controls as needed.

- Support the development of a climate database, including sourcing and validating internal and external data.

People and Talent Development:

- Collaborate with team members to foster a culture of knowledge sharing and continuous learning.

To be eligible for this role you will require:

- 8 - 12 years of strong experience in Climate Risk and/or Credit Risk Management.

- Good communicator, in particular written communications in English.

- Collaborative mindset.

- Strong experience in MS Excel and PowerPoint.

- Experience with coding in SAS, R, Python.

- Econometric/statistical model building experience preferred.