Assistant Manager, Risk Climate Risk Modelling & Credit Risk Innovation My

Malaysia, Malaysia

Job Description


:

Manage climate risk by assessing and modelling the physical and transition risks associated with climate change.

Job Responsibilities

  • Quantify the Bank\'s exposures to climate change and their potential losses arising from physical and transition risks.
  • Facilitate the Bank\'s capacity building in modelling and measuring climate-related risks as part of its overall climate risk management tools.
  • Modelling of transmission channels from climate transition and physical risk to credit risk and the use and design of climate scenarios.
  • Function as the primary contact for model-related issues relating to climate risk management and associated regulatory demands.
  • Understanding and translating transmission levers of climate risks into financial system impact.
  • Provide guidance on the use of climate data and scenarios for risk assessment.
  • Lead interactions with senior stakeholders on climate risk topics, including regular reporting and updates.
  • Represent Group Risk internally and externally in climate risk related engagements (including regulatory interactions).
  • Develop and oversee climate risk capacity building, including providing climate risk training to relevant stakeholders.
  • Understanding of NGFS1, IPCC2, and IEA3 scenarios.
  • Support stress testing functions and climate risk scenarios.
  • Familiarity with IRB models according to Basel requirements.
  • Drive delivery of projects including seeking approval from senior Business and Risk Heads, Risk committees and the Board.
  • Contribute to overall governance mechanisms for regulatory and management scenario analysis.
  • Any other tasks as specified by the Head of Climate Risk Modelling.
1 Network for Greening the Financial System

2 Intergovernmental Panel on Climate Change

3 International Energy Agency

**Only shortlisted candidates will be notified

CIMB

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Job Detail

  • Job Id
    JD965955
  • Industry
    Not mentioned
  • Total Positions
    1
  • Job Type:
    Full Time
  • Salary:
    Not mentioned
  • Employment Status
    Permanent
  • Job Location
    Malaysia, Malaysia
  • Education
    Not mentioned