Climate Risk Analytics Manager

Bruin; London; On-site; GBP 60,000 - 90,000; Full time

Job summary

A leading financial institution seeks a skilled Consultant in Market Risk and Quant Analytics to tackle climate-related financial risks. This mid-senior level role involves developing risk models, guiding compliance, and working across various functions. Ideal candidates have a strong quantitative background, adept programming skills in Python, and experience in climate modeling.

Qualifications

• Experience in developing or applying climate models.
• Solid understanding of market risk dynamics.
• Experience with stress testing or capital modelling frameworks is a plus.

Responsibilities

• Design and implement climate risk models for traded portfolios.
• Contribute to globally consistent climate risk methodology.
• Manage projects and stakeholder engagement.

Skills

Quantitative skills

Programming skills (Python)

Market risk principles

Education

Degree in Climate Science, Mathematics, Physics, Statistics, or Computer Science

Job description

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Consultant - Market Risk & Quant Analytics, Model Development, Model Validation at Bruin Financial /// Psychodynamic Counsellor & Psychotherapist

My client, a tier 1 global bank are looking for a skilled quant finance professional to play a central role in shaping how climate-related financial risks are quantified and managed within a global trading business.

This role is ideal for someone with a background in climate science and strong quantitative skills who’s ready to apply their expertise in a fast-paced, market-facing environment.

As the lead climate risk modeller for the trading book, you’ll be responsible for developing the tools and frameworks that help identify and assess climate-driven risk exposures. Your work will guide both internal decision-making and regulatory compliance—positioning you at the intersection of science, finance, and risk management.

Key Responsibilities:

• Design, implement, and maintain climate risk models for traded portfolios, covering areas such as Value-at-Risk (VaR), Stressed VaR, and Incremental Risk Capital (IRC).
• Contribute to the development of a globally consistent approach to climate risk methodology, ensuring models align with both business needs and regulatory standards.
• Take ownership of projects, managing timelines, resources, and stakeholder engagement across risk, business, and external data providers.
• Serve as the internal expert on climate risk, able to clearly explain complex modelling concepts to non-technical audiences, including trading desks and regulators.
• Produce clear, comprehensive documentation to support transparency and model governance.

What you’ll bring:

• A degree in a technical or quantitative field such as Climate Science, Mathematics, Physics, Statistics, or Computer Science.
• Proven experience in developing or applying climate models within a scientific or financial context.
• Solid understanding of market risk principles and trading book dynamics.
• Strong programming skills, especially in Python.
• Experience with stress testing or capital modelling frameworks is a plus.

Why this role?

This is a meaningful opportunity to contribute to a critical and evolving area of risk management. You’ll be joining a team that values analytical depth, practical application, and open collaboration, while helping a major institution prepare for the financial implications of climate change

Seniority level

• Seniority level

  Mid-Senior level

Employment type

• Employment type

  Full-time

Job function

• Job function

  Finance

• Industries

  Investment Banking

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