Quantitative Risk Analyst

Description:

We are seeking a Quantitative Risk Analyst – Sustainability to support our efforts in strengthening our second line sustainability risk oversight activities. The ideal candidate will have experience in working on modelling sustainability risks in the context of asset management or could leverage her/his previous experience in other applied quantitative fields. This is a highly technical role requiring a strong quantitative and coding background.

The Quantitative Risk Analyst - Sustainability will interact mostly with Investments, Stewardship & Sustainability, Product and other second line teams to collectively enhance sustainability risk measurement and representation across the Group.

The Quantitative Risk Analyst – Sustainability will report to the Head of Risk Europe with global responsibilities for Sustainability Risk, Risk Analytics & Modelling for Asset Management.

Responsibilities:
 

• Contribute to further developing quantitative sustainability risk analysis for our asset management business
• Support the design and implementation of specific sustainability stress tests on portfolios across public and private market investment strategies
• Support integration of sustainability into asset management risk processes and activities
• Support presentation and communication of sustainability risk assessments to internal committees, and other key stakeholders
• Support training and upskilling of investment and risk teams
• Participating in cross-functional initiatives to foster firm-wide sustainability practices
   

Skills, Knowledge & Experience:
 

• 1 to 3 years’ experience in sustainability risk modelling in asset management or related field is a plus
• Strong coding skills (i.e. Python) is essential
• Prior experience in asset management is a plus
• Strong entrepreneurial mindset, taking initiative to continuously learn, and, develop and implement ideas to enhance risk oversight practices
• Strong technical skills and ability to apply these skills to business problems
• Prior experience in a second line risk oversight function a plus
• Strong communication skills. Comfortable in communicating ideas and analysis at different levels
• A Masters or PhD degree in scientific/quantitative field would be advantageous