Assistant Vice President, Climate Scenario Analysis MY

He/She will support Head of Climate Risk in the following areas:

• Implement regulatory and internal CSA exercises to quantitatively and/or qualitatively assess the impacts of climate-related transition and physical risks on the Group’s Credit Risk, Market Risk, Liquidity Risk, and Operational Risk exposures
• Coordinate and collaborate with other risk teams and business units/enablers (e.g. frontliners, Group Sustainability) to develop, enhance and/or validate climate risk models, as well as to develop an appropriate set of framework, methodology, policy and/or procedure for CSA and integrate the same into the Group Stress Testing Framework
• Strategise, develop and implement initiatives and/or process improvements to strengthen the Group’s CSA framework and processes as well as their implementation in other countries, so as to ensure group-wide compliance with the most up to date regulatory requirements & market standards
• Communicate the outcome...