We're looking for a Climate Risk Data Scientist/Model Risk Validation Officer to join a leading financial services organisation on an initial 3-month contract.
This is an exciting opportunity to work within an independent model risk team, validating climate risk models used to support strategic decision-making, transition planning, climate budgeting, capital allocation and regulatory reporting. You'll work closely with senior stakeholders, providing robust challenge and ensuring models meet governance and regulatory expectations.
Key responsibilities
- Independently validate climate risk and forecasting models
- Review model assumptions, methodologies and outputs
- Analyse large and complex datasets using Python
- Perform quantitative analysis, sensitivity testing and model performance assessments
- Produce high-quality validation reports and technical documentation
- Present findings and recommendations to senior stakeholders
- Support model governance and regulatory compliance activities
- Contribute to year-end climate model reviews and reporting
Skills & experience
- Experience working within Climate Risk, Climate Modelling, ESG Risk or Sustainability Analytics
- Strong Python skills including Scripting, data manipulation and analysis
- Experience working with large datasets and quantitative models
- Strong analytical and problem-solving skills
- Ability to communicate complex findings to both technical and non-technical stakeholders
- A degree in Mathematics, Statistics, Physics, Engineering, Data Science, Econometrics or another quantitative discipline
Desirable
- Previous Model Risk Validation experience
- Model Development experience
- Climate scenario analysis or stress testing
- Banking, Financial Services, Insurance or Consultancy background
- Knowledge of model governance frameworks and climate-related regulatory requirements
This role would suit an experienced Climate Risk professional or a Model Validation Analyst looking to specialise further within climate modelling.