ESG Physical Risk Model Developer
Core
Develop and enhance methodologies and tools for quantifying ESG and physical climate risks to support sustainable decision-making and risk management within a global bank.
Role type
Senior IC quantitative model developer (ESG/Climate Risk)
Builds
Production ESG risk models, scenario analysis tools, and stress testing frameworks
Domain
Banking / Financial Risk / Climate & ESG
Deliverable
production ML models
Required skills
Quantitative modelling, Python or SAS programming, statistical analysis, scenario analysis, stress testing, data analysis, financial risk understanding, ESG risk drivers knowledge
Preferred skills
Double Materiality Assessment experience, geospatial data handling, regulatory knowledge
Technologies
Python, SAS, geospatial data tools
Responsibilities
Develop and enhance ESG risk assessment methodologies; Perform portfolio-level and counterparty-level analyses; Contribute to scenario analysis and stress testing; Apply internal tools to assess physical climate risks; Translate complex ESG data into risk insights; Coordinate with stakeholders across risk, sustainability, and business teams.
Seniority
Mid-Senior, hands-on IC