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Senior Analyst for ESG and Sustainable Finance Model Validation

Application period has expired.

Do you have an interest in scientific thinking and mathematical modeling? Are you interested in understanding how mathematical models are used in finance? Do you have a strong intuition for the practical modeling of real-world financial and economic systems? Would you like to aid us review, verify and improve our models? Then join our Model Risk team in Group Risk Management.

Model Risk Management is responsible for maintaining the effort across the bank to identify, measure, and control the degree of risk related to mathematical models used across the business. Our team specialises in reviewing and validating the mathematical models used in Pension Life Insurance, Asset Management, and ESG (Environmental, Social, and Governance) assurance.

We work with a high level of empowerment, so to a large extent, you will be able to influence and structure your workday and choose the tools and innovative approaches to validate models.

Depending on your experience and knowledge, we may offer you different seniority of the role.

"The transition to a greener economy is possibly the greatest challenge ahead. To face this we need the widest variety of talents and worldviews. Be yourself. We like it that way."

You will:

  • Work in collaboration with developers, ESG / sustainable finance experts  and other stakeholders reviewing model design, challenging core model assumptions and verifying the implementation
  • Be responsible for conducting quantitative and qualitative analysis, communicating your findings in written reports and spoken presentations to model owners and relevant committees
  • Develop your modeling skills and assist build our in-house knowledge of model areas that have not previously been subject to validation reviews

About you:

  • At least 1 year of experience in an analytical or similar role
  • Degree in a quantitative field (e.g. Mathematics, Physics, Chemistry, Engineering, Econometrics)
  • Have a strong curiosity and interest in sustainability
  • Solid written and spoken communication skills
  • Critical thinking, attention to detail, ability to plan and manage to deadlines
  • Proven interest and expertise in risk and finance
  • Upper-Intermediate skills in English
  • A postgraduate degree is strongly preferred
  • Programming experience preferred

Why Sustainable Finance? Watch this short video from the WWF

If you're interested in this role and joining my team, feel free to contact me via LinkedIn, and I will answer your questions!

David Liney, Model Risk - Sustainability, Pensions & Asset Management

Application period has expired.

If you are interested, please send your CV in English no later than 17.03.2023. Confidentiality guaranteed.

Your title in job contract will be Specialist – Risk, Senior.

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