Jethro is the senior manager responsible for the insurance elements of the Bank of England’s Climate Biennial Exploratory Scenario (CBES). This scenario will explore the resilience of the UK financial system to the physical and transition risks associated with different climate pathways. Jethro has worked for the PRA (and its predecessor the FSA) for more than 10 years, predominately on Solvency II, stress testing of both banks and insurers, and systemic implications of Life & Pensions policy. He is a Fellow of the Institute of Actuaries and was a lecturer in Financial Mathematics at the University of Oxford.