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Jean-Marie Delport

Director | Climate risk in credit risk modeller

Jean-Marie is a qualified actuary and has been building, implementing and validating IFRS9 and IRB credit risk models for Tier 1 banks over the last 7 years. More recently her area of expertise has evolved and extended to climate and ESG risk.

Jean-Marie is a qualified actuary and has been building, implementing and validating IFRS9 and IRB credit risk models for Tier 1 banks over the last 7 years. More recently her area of expertise has evolved and extended to climate and ESG risk. She is currently leading Deloitte’s credit risk modelling team to quantity the impact of physical and transition risk on credit risk parameters for corporate and retail portfolios.