ESG Modelling Manager

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Job description

Climate Change Modelling Team

Description of the Team

PwC is establishing a dedicated team for ESG Modelling with a focus on Climate Change. The current team is highly quantitative and familiar with general credit risk and stress test modelling for financial institutions and expanding to focus more on this territory.

The main objectives of the team are:

• Developing a range of analytical solutions for embedding ESG factors and scenarios into financial impacts for Insurers, Banks and Corporates.

• Translating climate change scenarios into financial metrics like capital, provisions and pricing;

• Work on the development and deployment new applications related to the above;

• Execution of projects around CBES, TCFD and any other ESG related initiatives;

• Prepare thought leadership papers and analysis for PwC ESG value propositions;

• Support in the definition of audit practices around Climate Change and ESGs;

Who are you?

You are someone who likes challenges and is curious about the possibilities to advise our clients as well as possible. You have experience with econometric (and preferably credit risk) modeling at a bank or a consultancy firm and like to coach and train more junior colleagues in this area.

In addition, you would like to be on the front-end of developing new models to quantify the impact of climate risk (and change) for banks and insurers. You want to grow, build up relationships and get the best out of yourself and your colleagues.

Preferred Experience:

• You have completed an academic (preferably M.Sc) degree in Econometrics, Quantitative Finance, Actuarial Science, Statistics, Mathematics or a similar technical study and have followed subjects in the field of econometric modelling;

• You have at least 6 years of relevant working experience in the area of credit risk modeling (including IFRS 9 and/or (A)IRB) within the financial sector;

• You are proficient in programming with R and Python and have worked with these programming languages throughout your professional career;

• You have experience in (econometric) model development;

• You have knowledge about banking regulation and regulatory guidelines

• You can be creative when technical challenges arise, and have demonstrated this in your career;

• You are interested in how ESG factors impact the risks of our clients and want to play an active role in developing / assessing methodologies how they can be quantified.

• You know how to inspire and captivate clients with your consulting skills;

• You like to work in a team.