ESG/Climate Risk Modelling Expert

We are looking for you, if you:

• have 5+ years of experience in credit risk or Climate/ESG risk and its applications in different kinds of financial risk,
• participated in consulting projects or projects focusing on changes and introduction of new solutions and models,
• are pro-active, enjoy discussing new solutions, participate in/lead meetings and engage various stakeholders,
• are willing to take part in challenging projects which focus on developing innovative methods for the estimation of ESG/Climate risk levels,
• have an academic degree in quantitative field or ESG-related field (e.g. environmental engineering),
• have sound knowledge of statistical and econometric methods, probability theory, financial engineering,
• have at least basic knowledge of climate and ESG risk,
• code in SAS/R/Python/SQL,
• have some experience with databases, data preparation and data quality control.

English level: B2+/C1

You'll get extra points for:

• knowledge of climate risk- or ESG-related regulations and data sources,
• SCR/FRM certification,
• knowledge of Machine Learning methods.

Your responsibilities:

• Research of modelling methods and data that could be utilized for climate and ESG risk purposes,
• Development, documentation and monitoring of models,
• Meeting, discussing and aligning on ESG topics with stakeholders from various departments and countries,
• Presenting during the conferences and training sessions.

Information about the team:

The Model Development department is responsible for the development of risk models at ING. We develop all credit risk, operational risk, IRRBB, trading and economic capital models for ING in cooperation with global and local ING offices. The Enabling Team, next to working on ING Group-wide credit risk methodologies, tooling and trainings, is involved in innovative projects and initiatives in the field of ESG/Climate Risk. This includes: development and monitoring of ESG models, and incorporating ESG elements into credit risk models.

The role naming convention in the global ING job architecture will be “Model Developer IV”.