Interim Credit & Climate Risk Management Officer

## Credit & Climate Risk Management Officer
For a bank I'm recruiting for an Interim Credit & Climate Risk Management Officer with modelling and regulatory (CRR / CRD, IFRS9) experience.
For a bank I’m recruiting for an Interim Credit & Climate Risk Management Officer. This job will focus on reviewing (credit) risk models for a low default portfolio, assessing new investment vehicles and climate risk management. Please note that (credit) risk modelling experience is a “must have” and climate risk experience is a (very) “nice to have”.

• Picking up ongoing review of the credit risk models
• Providing a (credit) risk management perspective on new investment vehicles proposed to EU
• Participate in ongoing climate risk project on behalf of Risk, mainly focused on implementation of the bank’s portfolio level climate risk assessment model

With regard to credit risk you will cooperate and work closely with the credit team (responsible for assessing individual transactions), the front office and special operations. With regard to climate risk you will work closely with the project team climate risk and an external climate risk advisor. The role is 60% operational and 40% managerial.

You are successful in this job when you

• Are quickly able to pick up on the relevant topic(s)
• Continue the credit rating modelreview according to planning
• Provide relevant and timely input to questions / requests with regard to new EU investment vehicles
• Contribute on behalf of Financial Risk Management to the climate risk project

The Financial Risk Management team is responsible for managing a broad range of risk types, such as liquidity, IRRBB, capital, credit, climate etc.
The Credit Risk activities mainly relate to the credit risk models (including annual calibration, back testing, periodic reviews, coordination of external validations, developing and maintaining relevant documentation) and ensuring continued compliance with regard to regulations (CRR / CRD, EBA, WFT, etc) and IFRS9. Also the FRM team provides a risk management perspective on new business initiatives (e.g. assessing PD, LGD, capital requirements).
The Climate Risk activities relates to the performance of portfolio level climate risk assessments and the integration of environmental and climate risks within other risk domains (liquidity risk, market risk etc.). Furthermore, the FRM team performs stress and sensitive tests on climate risk, also as part of the annual ICLAAP exercise for DNB.

• University degree in Economics, Econometrics, Mathematics, Quantitative Finance, Statistics or a technical study
• Regulatory knowledge (CRR / CRD, EBA guidelines, IFRS9)
• (Credit) risk modelling experience (quantitative / qualitative)
• If possible: climate risk management experience / knowledge
• Project / stakeholder management skills
• Ability to explain technical matters in a clear and concise way to non-technical audiences
• A self-starter who keeps it simple

The start date is 1 March (mid February is also possible) and ultimately 1 April 2023. The term is 3 months with a possible extension. The contract is based on 32 – 40 hours per week in a hybride mode of 30% at the office versus 70% remote.

• Start: 1 March or 1 April 2023