Job description
Climate & Environment Risk SME
Key Requirements:
- Regulatory Knowledge: In-depth understanding of Climate & Environmental (C&E) risk regulatory requirements and practices, including the ECB Guide to C&E risks, Fit-for-55 exercise, and EBA ITS 2022/01.
- ICLAAP Regulation: Proficient in Internal Capital and Liquidity Adequacy Assessment Process (ICLAAP) regulations, such as the Capital Requirements Directive IV (CRD IV) and EBA Guidelines on ICAAP and ILAAP (EBA/GL/2016/10), with hands-on implementation experience.
- Recovery and Resolution Planning: Familiarity with the regulatory framework on recovery and resolution planning, including the Bank Recovery and Resolution Directive (BRRD) and related publications, along with experience in reviewing and updating recovery plans and resolution reporting packages.
- Banking Regulation: Broad knowledge of applicable banking regulations, with a specific focus on risk-related publications.
- Risk Reporting: Proven experience in designing and executing risk reporting, monitoring, and escalation processes, particularly within the context of risk appetite.
- Technical Skills: Proficient in SQL Server.
- Communication Skills: Excellent command of written and spoken English.
Role Overview: The external resource will primarily operate under the direction and guidance of the Head of Group Transversal Risk. For tasks related to Climate & Environmental (C&E) Risk Management, particularly data sourcing, risk quantification, and stress testing, the resource will also collaborate with the Head of Risk Modelling.
