Climate Risk & Scenario Analysis – Senior Consultant / Manager - Actuarial & Risk Modelling
PwC
Publication date:
17 October 2024Workload:
100%- Place of work:Zurich
We are seeking a Senior Climate Risk & Scenario Analysis Consultant / Manager to join our team. The ideal candidate will have expertise in climate risk analysis, deep understanding of regulations, hands-on modeling experience, and strong communication abilities to drive client engagements. You will work closely with our cross-LoS team to develop state-of-the-art climate solutions for leading organizations in the financial and corporate sector.
Your tasks
• You deliver a wide range of concurrent and multidisciplinary advisory assignments, thereby interacting with clients and delivering high quality climate risk analysis and scenario modelling solutions as part of wider ESG or validation engagements
• You advise our clients on implementation of climate scenario analysis for TCFD, Swiss Climate Ordinance, CSRD, EU Taxonomy and ISSB to quantify financial impacts, develop transition plans to net zero, and to identify strategic options
• You leverage your climate modelling experience as well as knowledge of PwC's climate risk methodologies and broader service offerings in risk modelling to provide sustainable outcomes to banks, re/insurer, asset managers, and corporations with focus on how climate risks and opportunities impact their value chain, customers, and portfolios
• You design probabilistic methodologies for integrating climate risks into various risk categories, including credit, market, liquidity, and operational risks through approaches such as qualitative and quantitative metrics as well as scenario analysis
• You work closely with our actuaries and/or quants to further advance our climate solutions (e.g. biodiversity) as well as to conduct data analysis, visualization, interpretation and design of high dimensional ESG data sets by employment of data science methods to navigate complex tasks
• You communicate with various stakeholders, including clients, team members, and senior management to provide concise technical concepts and transforming complex models into clear business decisions
• You will work in a diversified international team, be part of our ESG expert group, and receive regular coaching from colleagues and supervisors.
Your Profile
• You hold a MSc or PhD university degree in Natural Hazard modelling, Actuarial Science, Environmental Sciences, Finance, Atmospheric Sciences, or a related field.
• You have 3 – 5 or more years of industry experience ideally with consulting services firm or with re-/insurers, banks or corporates. The focus on risk modelling and ESG is a plus.
• You have proven track record and hands-on in numerical model development, including physical risk model development and integration into business processes and/or the impact of climate risk into credit risk models (PD, LGD, EL). Experience with design of transition plans to net zero or data architectures for ESG / climate risk modelling is a plus.
• You have knowledge of climate regulations (e.g., TCFD, CSRD, Swiss Climate Ordinance, EU Taxonomy) and an understanding of the essential link between climate regulations and the quantification and implementation of climate scenario analysis.
• You use your programming skills (e.g. R, Python, Power BI etc.) and you have experience with open-source modeling tools to perform climate scenario analysis and to translate into actual risk assessments. Experience of climate models (e.g. flood, wind, hail or other atmospheric perils) is a plus
• You have a client- and team-oriented mindset, great communication skills, and as a highly organized and passionate colleague you are keen for continuous learning and to foster innovative solutions to support emerging topics such as nature-related financial risks and biodiversity impact on financial industries.
• You are fluent in English and German, and you have a good ability to communicate complex topics to diverse stakeholders. French is an additional advantage
Any questions? We are happy to help.
Gosia Wiendlocha-Lautliev
About us
PwC Switzerland is the leading audit and advisory company in Switzerland. As an independent member of the international PwC network, we help organisations and individuals to deliver solutions and sustained outcomes in the areas of assurance, advisory and tax services.
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