Lisa Afonso

Director, Climate Risk Modelling, Banking Risk

KPMG in the UK

Lisa is a director in KPMG’s Banking Risk team with over 10 years of consulting experience providing risk management and modelling advice to financial services entities. Lisa is currently leading KPMG UK’s banking climate risk proposition to develop advanced climate risk solutions and services to her clients and is an active member of KPMG’s Global ESG, Net-Zero and Climate Risk Framework and Modelling Working Groups. In her current role, Lisa has assisted banks to successfully complete regulatory climate risk stress testing exercises and is supporting the implementation and embedding of environmental and climate risk management across the bank. She is also coordinating KPMG’s global climate risk modelling solutions and has provided climate risk training across the globe. Prior to leading KPMG’s climate risk proposition, Lisa led KPMG’s Financial Risk Modelling hub leading the development and validation of capital models for a number of clients and has led a number of engagements to perform robust risk assessments and established leading risk management frameworks for banks.

  • MSc Quantitative Financial Risk Management

  • BSc (Hons) Business Mathematics and Informatics

  • ESG

  • Climate risk and scenario Analysis

  • Stress testing

  • Model Risk

  • Risk management frameworks