Vice President, Regional Advanced Risk Modelling MY

Overview

Vice President, Regional Advanced Risk Modelling MY — CIMB, Kuala Lumpur, Federal Territory of Kuala Lumpur, Malaysia

Responsibilities

• Quantify the Bank’s exposures to climate change and their potential losses arising from physical and transition risks.
• Support the Bank’s capacity building in modelling and measuring climate-related risks as part of its overall climate risk management tools.
• Maintain climate risk models to ensure they remain fit for purpose.
• Model transmission channels from climate transition and physical risk to credit risk using climate scenarios.
• Understand and translate transmission levers of climate risks into financial system impact.
• Provide support to model users on the use of climate data and scenarios for risk assessment.
• Support interactions with senior stakeholders on climate risk topics including regular reporting and updates.
• Lead interactions with internal and external stakeholders regarding model validation, approval, implementation, and monitoring.
• Understand NGFS, IPCC, and IEA scenarios and how they impact the Bank.
• Support stress testing functions involving climate risk.
• Develop stress testing models for portfolio projection and regulatory reporting.
• Any other tasks as specified by the Head of Non-retail, Climate Risk, & Stress Test Modelling, including development of credit risk models and relevant ad-hoc analysis.

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