We are seeking an experienced Climate Risk Modelling Manager / Senior Manager to join our client's dynamic team in Singapore. The ideal candidate will have a strong quantitative finance background with expertise in financial risk modelling, ideally gained within a bank or financial services institution. You will play a key role in developing and implementing sophisticated climate risk models to assess and manage the financial impact of climate change on the institution's portfolio and investments.
This is an exciting opportunity to combine your quantitative skills with an emerging area of risk management, focusing on both physical and transition risks related to climate change.
Key Responsibilities:
- Climate Risk Modelling: Develop, calibrate, and implement models to quantify the impact of climate-related risks (both physical and transition) on asset valuations, portfolios, and business strategies.
- Data Analysis & Forecasting: Analyze climate-related data, including environmental, regulatory, and market factors, to generate actionable insights for risk management.
- Scenario Analysis & Stress Testing: Conduct climate stress testing and scenario analysis under various climate pathways to assess potential financial exposures across different time horizons.
- Regulatory & Reporting Compliance: Ensure that climate risk models and related analyses comply with evolving regulations, including the Task Force on Climate-related Financial Disclosures (TCFD) and local regulatory requirements.
Requirements:
- Experience: 5-10 years of relevant experience in quantitative finance, financial risk management, or climate risk modelling, ideally in a banking or financial services environment.
- Skills:
- Strong expertise in quantitative modelling and financial risk techniques (e.g., Value at Risk, stress testing, Monte Carlo simulation).
- Proficiency in programming languages such as Python, R, C++, or MATLAB.
- Experience with climate risk frameworks, including TCFD, and familiarity with climate-related datasets (e.g., carbon emissions, climate forecasts).
- Ability to design and apply scenario analysis and stress-testing methodologies for climate-related risks.
- Strong data analysis skills, including working with large datasets and environmental data.
If you are a highly motivated and technically skilled professional with a passion for climate risk and quantitative finance, we invite you to apply and join us in shaping the future of climate resilience in financial services.
