climate change risk quantitative analyst.

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Climate Change Risk Quantitative Analyst

A Global Company is looking for Climate Change Risk professionals. This position is part of a highly skilled team responsible for the development, assessment and improvement of risk models using quantitative and statistical tools and data analysis, calibration, performance & benchmarking techniques, along with model documentation to assure compliance with our clients’ Corporate Policies and Regulatory Guidance. The individual will be interacting with a variety of internal counterparts across the client, learning about the many aspects relevant in assessing the potential implications of climate change on a large global financial institution.

Modeling activities include, but are not limited to:

• Act as subject-matter-expert concerning climate risk modelling (both physical risk and transition risk) and the use of climate risk models for credit risk and financial stress testing

• Learn proprietary systems and/or other required program languages in short span of time.

• Perform an independent validation of the climate risk models used in risk management, capital calculation, stress testing, etc. This process may entail:

  • Understanding the model scope and the underlying credit products and portfolios.

  • Becoming an expert in the datasets that are used in climate risk assessments, forming conclusions on key trends and patterns

  • Evaluating model assumptions and conceptual soundness of the model and identifying model limitations using advanced quantitative and statistical tools.

  • Conducting Model diagnostic and testing, including performance, stability, sensitivity, and scenario analysis.

  • Challenging the model with market known or by developing new alternative methods.

  • Reviewing regulatory requirements and industry practice regarding the models.

• Prepare reports, presentations, and other types of modeling documentation.

• Communicate with different stakeholders, such as model developers, model users, and data providers.

The candidate must have effective written and verbal English communication skills. In addition to very strong quantitative skills, an effective personal style/attitude, and the ability to work collaboratively with various cross-functional activities is key for success in this role.

Required Qualifications and Background:

• Degree (BSc) in Economics, Statistics, Mathematics, Actuarial Sciences, or related fields, with relevant experience (1-2 years) in climate change assessment.

• 5 years of industry experience (banks, insurers, asset managers, financial institutions, or quantitative research), ideally in model development, validation, or use.

• Advanced knowledge of statistics and econometric concepts such as time series techniques, regression analysis, forecasting models.

• Strong sense of ownership and ability to work independently in producing deliverables with high standards

• Strong programming skills: Python, SAS, R, SQL, and/or VBA.

• Advanced English communication skills (written and spoken).

? Ability to convey information clearly, accurately, and succinctly (both written and verbally).

Preferred Qualifications and Background:

• Master’s degree (MSc) in Economics, Econometrics, Statistics, Mathematics, Actuarial Sciences, or related fields, with relevant experience (1-2 years) in climate change assessment.

• Strong analytic and decision-making skills.

• Model risk management experience in quantitative modelling or validation.

• Understanding of regulatory stress testing, sensitivity analysis, uncertainty analysis, model benchmarking, model performance, etc.

• Knowledge of climate risk model methodology and scenario analysis, and familiarity with the latest developments in Climate Risk in terms of regulations, risk management practices and industry standards.

This is a full-time, effective and hybrid position to be covered from Vicente Lopez, Buenos Aires Province, Argentina

Si consideras que reunís los requisitos para el puesto y te gustan los desafíos, no lo dudes…. ¡Envíanos tu CV!