VP Climate Risk and Sustainability

Role Overview

This is a second line, VP-Level Climate Risk position which sits within the Enterprise Risk Management function of a large global bank. The Climate Risk VP will be responsible for building Climate risk models and scenarios as well as analyzing Climate data for physical and transition risks. You will play an essential role in helping the firm to integrate ESG and Sustainability across all risk verticals, especially Credit Risk, partnering closely with tech and model development stakeholders.

Key Responsibilities

• Create physical and transition risk scenarios for climate risk model development
• Embed climate metrics across risk verticals at the enterprise level
• Climate risk stress testing and scenario analysis
• GHG accounting and financed emissions calculation
• Develop climate risk scorecard

Qualifications And Skills

• At least 2-3 years of climate risk modeling experience
• Coding ability, including PowerBI, R, Python, SQL or some combination of these 4
• Experience in physical or transition risk scenario analysis and integration into credit risk model
• Climate risk metrics assessment experience and/or climate scorecard development

Based in NYC--Hybrid Schedule

$150k-$185k base salary