Ben Carr

Ben Carr serves as a Visiting Senior Fellow at the Centre for Economic Transition Expertise within the Grantham Research Institute at the London School of Economics and Political Science (LSE). With over two decades of cross-sector experience, he has held key positions at the Bank of England, European Commission, and Aviva, specializing in climate-related financial systems.

His educational foundation includes a PhD in Mathematics from the University of Warwick, providing quantitative rigor to his research. Carr actively shapes sustainable finance frameworks through leadership roles in major global initiatives.

Research focuses on climate risk quantification for financial institutions, integrating physical climate impacts with regulatory policy. His work examines insurance mechanisms for climate resilience and develops probabilistic models for emissions/temperature trajectories. This bridges mathematical forecasting with practical financial regulation.

Recent publications reveal a clear trajectory toward operationalizing climate scenarios for financial risk assessment, emphasizing literature-synthesized probability distributions and regulatory impact analysis. His 2022-2024 works establish foundational methodologies now influencing central bank stress testing.

Carr leads critical industry collaborations including the Climate Financial Risk Forum's Scenario Analysis Working Group (co-chaired by Bank of England/FCA), UN Net Zero Asset Owner Alliance's MRV track, and CRO Forum's Sustainability Working Group. These initiatives drive standardization in climate risk disclosure and transition finance.