Climate And Environment Risk Expert

C&E Risk Expert

Key Responsibilities:

• Work under the direction of the Head of Group Transversal Risk and the Head of Risk Modelling for tasks related to C&E Risk Management.
• Assist in data sourcing, risk quantification, and stress testing for Climate & Environmental risks.
• Provide expertise in C&E risk regulatory requirements and practices, including ECB Guide to C&E risks, Fit-for-55 exercise, and EBA ITS 2022/01.
• Support the implementation of ICLAAP regulation, such as CRD IV and EBA Guidelines on ICAAP and ILAAP.
• Contribute to the review and update of recovery plans and resolution reporting packages in line with BRRD and related publications.
• Design and execute risk reporting, monitoring, and escalation processes, particularly in the context of risk appetite.
• Utilize knowledge and experience of SQL Server for relevant tasks.
• Ensure excellent command of written and spoken English in all communications.

Required Qualifications:

• In-depth knowledge of C&E risk regulatory requirements and practices.
• Familiarity with Internal Capital and Liquidity Adequacy Assessment Process (ICLAAP) regulation and its implementation.
• Understanding of the regulatory framework on recovery and resolution planning, with experience in updating recovery plans and resolution reporting packages.
• General knowledge of applicable banking regulations, focusing on risk-related publications.
• Experience in designing and executing risk reporting/monitoring/escalation processes.
• Proficiency in SQL Server.
• Excellent command of written and spoken English.