Sustainability & Climate Risk Associate

Role Description

Create risk models leveraging existing bureau, commercial and consumer data, structured and unstructured data, and using statistical, financial, BI and AI techniques. Based on model results, establish thresholds, at-risk levels and exposure limits by product and business. Analyze outcomes and tune models. Create and monitor position reporting to measure risk across units and as an entity. Assist in rebalancing positions to optimize risk and reward.

Role Objectives: Delivery

Populate risk models leveraging existing bureau, commercial and consumer data, structured and unstructured data, and using statistical, financial, BI and AI techniques. Based on model results establish thresholds, at-risk levels, and exposure limits by product and business. Prepare periodic reporting to analyze outcomes and tune models. Prepare position reporting to measure risk across units and as an entity. Highlight exceptions. Prepare reports to measure potential loss across different types of risks (credit, market, liquidity, operational) and sub-components of those risks (concentration, company / industry / sovereign default probabilities, yield, convexity, duration and FX, etc.). Draft analysis to provide management and assessment of risk and business insights.

Role Objectives: Interpersonal

Develop relationships with units such as treasury, trading and client-facing functions to better understand the instruments and associated risks in their businesses. Develop relationships with units such as IT to improve data gathering and modeling. Support the unit's work with industry specialists, country risk managers, credit review / analysis staff and relationship managers to evaluate the efficacy of models. Begin to network within the industry through meetings, events and involvement with trade organizations to better understand emerging risk trends and modeling techniques.

Role Objectives: Expertise

Display a fundamental understanding of the financial markets and economics to help create a valid set of variables and scenarios. Demonstrate solid modeling skills. Have a basic understanding of information technology and project management to assist in the creation of meaningful modeling and analysis. Exhibit a rudimentary understanding of the risk management systems across the organization to better develop relevant models. Utilize basic data management skills to improve model accuracy. Communicate analytical data effectively.

Qualifications and Skills

Recommended years of experience: 3

Additional Requirements