ESG Climate Risk Modeling - Senior Manager
EY
- Montreal, QC
- Permanent
- Full-time
- Strong communication, presentation and technical writing skills to describe ideas, concepts and issues that involve interpretation, analysis and assessment of complex conceptual topics
- Strong academic background: Master's or PhD degree in Economics, Statistics, Mathematics, Physics, Engineering, Financial Engineering or a similar quantitative discipline is required.
- Certificate in ESG, Climate risk, SCR, FRM, CFA, designation would be an asset.
- Experience in ESG frameworks or Climate Risk frameworks in the financial institutions industry or in consulting services.
- Excellent analytical skills and comfortable working large datasets; able to perform de-trending and key data trigger point analysis.
- Knowledge of climate-related physical and transition risks and the transmission channels through which these can manifest as a risk for financial institutions.
- Experience in model evaluation and development; ideally applied to business cases in the insurance, reinsurance or banking sectors involving PD and LGD modelling. We expect good familiarity with models from different vendors and data providers.
- Ability to understand and execute programming code such as R, Python, SAS
- A good understanding of IPCC assessments of Representative Concentration Pathways (RPCs).
- Experience in financial analysis or economic analysis in the context of climate change. Experience in climate scenario analysis and/or climate risk assessment.
- Highly effective in narrating the analytical output to stakeholders, with an ability to convey information clearly, accurately and succinctly (Must be able to work in French and in English), including the ability to communicate effectively and professionally with colleagues and clients.
- Experience in capital management (ICAAP, stress testing, economic capital, etc.) (an asset).
- Understanding of model risk management regulations (an asset).
- Knowledge of SQL with experience operating in big data environments.
- Proficient with coding in various languages; Python/Spark experience a plus.
- Self starting attitude, Critical thinking, intellectual curiosity, and problem-solving abilities
- Ability to lead and work collaboratively in multi-disciplinary teams.
- Exceptional commitment to providing excellent client service by strong interpersonal relationship, agility, and resourcefulness.
- Support and coaching from some of the most engaging colleagues in the industry
- Learning opportunities to develop new skills and progress your career
- The freedom and flexibility to handle your role in a way that's right for you