Climate Risk Quantitative Analytics Director

Selby Jennings is seeking a Climate Risk Quantitative Analytics Director in Washington, DC, to lead research on borrower responses to climate risks. The role involves developing frameworks for integrating climate and natural disaster risks into credit models and strategic assessments. Candidates should have over 10 years of experience in climate risk analysis, expertise in catastrophe modeling, and a proven track record in managing technical teams. This is a full-time position with no specific degree requirement.
Description:

A leading financial institution seeks a Quantitative Analytics Director to join its Climate Risk team, guiding research on borrower response to climate risks. In this role, you'll develop innovative frameworks to integrate climate and natural disaster risks into credit risk models, capital planning, and strategic assessments. You will lead a skilled team to enhance portfolio performance analytics, address data gaps, and advise senior leadership on risk mitigation strategies. Candidates with expertise in catastrophe modeling, risk assessment, and team leadership are encouraged to apply and be part of a mission-driven, and high performing team.

Requirements:
• Over 10 years of experience in climate risk analysis, catastrophe modeling, or a related field.
• Strong expertise in natural catastrophe models, including knowledge of strengths and limitations of multiple vendor models.
• Proven ability to integrate climate and natural disaster risks into financial modeling, capital planning, and credit risk frameworks.
• Demonstrated experience in managing and building high-performing, technical analytics teams.
• Advanced modeling and analytical skills, applying quantitative methods across finance, data science, and computer programming to analyze large data sets.