Duties: 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 approache...
Requirements: 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 y...