ESG - Design

Strong understanding of regulatory reporting frameworks (PRA, EBA, ECB, HKMA, Basel, Liquidity, Capital, IRRBB)

Data gathering and cleansing for model inputs

Supporting model teams by preparing datasets and executing model runs

Experience validating financial/regulatory data and reporting outputs

Ability to interpret regulatory rules and translate them into data, controls, and reporting outcomes.

Experience with large, complex financial datasets and inter-dependencies

Familiarity with end-to-end data flows, lineage, and traceability

Documenting business and functional requirements

Experience with testing frameworks, tooling for regulatory traceability, and automation of controls/lineage artefacts

Exposure to ESG risk quantification, physical/transition risk modelling, or climate scenario design

Experience in lysing capital/liquidity resilience impacts and translating findings into management insights under deadlines

Desirable:
Developing and validating calculation methodologies for ICAAP, ILAAP, FTP, RRP and RAF covering the quantification of Pillar 1 & Pillar 2 risks, liquidity & funding risk, IRRBB, risk assessments and broader modelling activities.