I would suggest polycarbonate as it's almost indestructible. Perspex might be easier to obtain, but it's nothing like as strong and is sharp when it breaks. I'm pretty sure that either can be formed simply by heating and bending.
When you attach it to the console, think about what will happen when a large wave hits it square on (as it well may eventually). On Phoenix, the screen was attached with cable ties. Another brainwave from Alan Priddy -- it looked a bit bodged, but when we took a large wave off Cape Wrath it was the ties that broke, not the screen. Other boats suffered rather more damage!