Sanjana Sen

About Sanjana Sen

I build climate risk frameworks that help financial institutions understand what climate change will actually cost them — in credit losses, capital requirements, and portfolio resilience.My work sits at the intersection of climate science, financial regulation, and quantitative modelling. At Crisil (an S&P Global company), I develop NGFS-aligned transition and physical risk models covering 55%+ of GICS industry sectors — translating decarbonisation pathways into credit risk metrics (PD, LGD, EAD) that banks and asset managers can act on. I also build physical risk models using geospatial intelligence to quantify climate-driven damage to physical assets and supply chains.What makes my background unusual is the combination: I came into climate risk from a financial services foundation — ALM, liquidity stress testing, LCR/NSFR compliance at Axis Bank, and digital transformation consulting at Deloitte. That means I understand how financial institutions actually work, which makes me a more effective climate risk professional. Outside of work, I\'ve built proof-of-concept tools using Claude and Google AI Studio for GHG inventorisation, asset-level physical risk scoring, and nature debt quantification — because I find this problem genuinely interesting, not just professionally relevant.Certifications: GARP SCR® | CFA ESG | ISO 14064 GHG Lead Verifier | CSRD Fundamentals | PRINCE2®

Experience

1. Manager - Climate Risk Models

   Crisil

   Mar 2025 — Present · Mumbai, IN

   Climate Risk Modeling: Developed industry-specific transition models by applying regressions for top-down sectoral analysis and granular data for bottom-up company-level assessments.• Physical Risk Assessment: Developed models to evaluate physical climate risks (acute and chronic) for diversified portfolios, utilizing geospatial data to quantify potential damage to physical assets and supply chain disruptions.• Transition Pathway Modeling: Developed India-specific transition pathways by synthesizing BRSR disclosures to capture domestic market nuances, ensuring alignment between localized sectoral data and NGFS global scenarios.• Financed Emissions: Collaborated on methodologies to measure financed emissions across banking portfolios in accordance with global PCAF standards.• Product Development: Worked with the technology team to translate climate risk methodologies into a scalable digital solution for financial institutions.• Credit Risk Analytics: Developed approaches to map both physical and transition stressors onto credit risk metrics (PD, LGD, EAD) to quantify long-term portfolio impact.• Knowledge Sharing: Delivered capacity-building workshops and technical sessions for client teams on climate risk integration and sustainability strategy.

Education

• G. D. Birla Centre for Education

  Commerce

  2000 — 2012

• St. Xavier's College (Autonomous), Kolkata

  Bachelor of Commerce (B.Com.), Accounting and Finance

  2012 — 2015

• Indian Institute of Management, Indore

  Master of Business Administration - MBA, Finance, General

  2016 — 2018

Skills

• Spss
• Microsoft Powerpoint
• Microsoft Word
• Accounting
• Financial Accounting
• R
• Microsoft Excel