Role Description As Head of Nature-based Science, you are part of the Executive team and take responsibility for goodcarbon’s quality proposition. This is a leadership role at the intersection of environmental science, portfolio management, and thought leadership. You will lead a team of nature scientists and experts, set the standard for what “good” looks like in NbS, and ensure that standard is applied rigorously to every client portfolio and sourcing decision goodcarbon makes. You will work closely with our go-to-market, sourcing, and advisory teams, and represent goodcarbon externally in client conversations, policy forums, and the wider voluntary carbon market community. Responsibilities - FRAMEWORK & INTELLIGENCE - Own and continuously evolve goodcarbon’s Nature Analytics Framework — our 160-datapoint quality assessment system - across all NbS project types and geographies. - Define and enforce the due diligence standards and quality thresholds applied to client portfolios and project sourcing decisions. - Build and maintain intelligence on emerging methodologies, verification standards, monitoring technologies, and regulatory developments in the NbS market (including Article 6, ICVCM, TNFD, and biodiversity credit frameworks). - TEAM LEADERSHIP - Recruit, develop, and lead a high-performing team of NbS scientists and analysts. - Establish and manage relationships with scientific advisors, academic institutions, and goodcarbon’s Technical Advisory Board. - Foster a culture of rigour, curiosity, and continuous improvement across the team. - CLIENT & COMMERCIAL IMPACT - Apply the Nature Analytics Framework to assess and monitor NbS projects within client portfolios, providing clear, actionable quality signals. - Collaborate with the go-to-market team to translate scientific insights into compelling client narratives and purchasing decisions. - Drive innovation in emerging credit types, including biodiversity, blue carbon, and soil carbon. - THOUGHT LEADERSHIP & REPRESENTATION - Act as goodcarbon’s primary scientific voice externally — publications, conference speaking, media, and policy forums. - Build goodcarbon’s profile as a scientific authority in NbS quality and integrity. - Support the content marketing team with insightful, evidence-based perspectives on NbS science and market developments. Qualifications - Master’s degree (required) or PhD (preferred) in environmental science, ecology, forestry, biology, or a closely related discipline from a leading university. - 8–12 years of relevant experience, with a substantial portion in the voluntary carbon market and a track record of operating at senior or leadership level. - Deep hands-on expertise in NbS methodologies (e.g. REDD+, ARR, IFM, blue carbon, soil carbon, grassland restoration) and major verification standards (Verra VCS, Gold Standard, Plan Vivo, ICVCM). - Strong command of MRV principles, monitoring technologies (satellite, LiDAR, field protocols), and the scientific basis for carbon permanence, additionality, and leakage. - Familiarity with GIS and remote sensing tools (QGIS, ArcGIS, Google Earth Engine) — sufficient to direct and critically evaluate your team’s geospatial work. - Comfortable with carbon accounting models and quantitative analysis; proficiency in data analysis tools (R, Python, or equivalent) is a plus. - Familiarity with biodiversity assessment frameworks (TNFD, GBFF, high biodiversity value assessments) and emerging biodiversity credit standards. Requirements - Demonstrated experience building, managing, and developing teams of technical experts. - Exceptional communication skills — able to convey complex scientific concepts clearly and influence at the executive and client level. - Entrepreneurial mindset: proactive, results-oriented, comfortable making decisions in ambiguous, fast-moving environments. - Strong analytical and structured problem-solving capabilities. - Existing network of experts in the NbS and wider carbon market ecosystem is a significant plus. Languages - Fluency in English is essential; German is a plus. Benefits - Purpose-driven work at the frontier of climate and nature — with real, measurable impact on the ground. - Executive team membership in a fast-growing company with genuine scientific differentiation. - Competitive compensation package including base salary and performance-based incentives. - Flexible hours and a remote-friendly environment, with a centrally located office in the heart of Berlin. - A close-knit, interdisciplinary team where your voice shapes company direction. - Access to goodcarbon’s global network of partners, science advisors, and project developers.

• Lead efforts that set the direction for the data governance function. • Work closely with leaders across the organization to support data governance efforts. • Develop and maintain critical documentation, training, and reference materials. • Implement company-wide policies, training and standards associated with handling and manipulating retailer and third-party data. • Coordinate globally with other functions to ensure data governance standards are maintained. • Stay informed of continuous retailer data release restrictions and privacy laws. • Manage intake of new requests for policy or exceptions to policy.

Quantitative Risk locations Boston, Massachusetts time type Full time job requisition id R-792310 Quantitative Risk (State Street Bank And Trust Company; Boston, Massachusetts): This role will be part of the CMAO team focused on delivering modeling and analytics solutions to assess counterparty credit risk and market risk managed by State Street Global Markets (“SSGM”). The portfolio supported includes SSGM Financing Solutions including Agency Lending, Prime Services, Alternative Financing Solutions (“AFS”) and Funding and Collateral Transformation ("FaCT"), FX and interest rate derivatives, Eligible Margin Loan in Global Credit Financing (“GCF”) business. The role has significant impact on the BAU risk management as well as the regulatory CCAR requirement through complex deliverables. Specific duties include: assume a key role in model methodology research, prototyping and determination; develop and build out financial models and analytics for the trading business leveraging a wide variety of mathematical and computer science methods and tools; advance existing codebase and propose new solutions and improvements; document development methodology, quantitative analysis, and implementation process; design and implement suitable and effective model ongoing monitoring plan including performance metrics, thresholds, and escalation plan; work in close partnership with control functions such as Model Risk Management, Audit, and Financial Regulatory Assurance to ensure appropriate governance and control infrastructure; collaborate with business users and IT partners to establish appropriate production processes within the IT infrastructure; timely execute CCAR deliverables; and support regular BAU risk management activities and proactively resolve issues. Hybrid telecommuting permitted pursuant to company policy. Minimum Requirements: Master's in financial mathematics, Financial Engineering, Mathematics, Statistics, Computer Science, or a related field and 5 years of working experience in financial modeling field as a key contributor. Total experience above must include: 4 years of experience with stress testing model development and 3 years of Python programming experience. Must have: demonstrated ability to collaborate with third-party vendors to integrate, validate and enhance financial risk tools and ensure alignment with internal risk management framework; demonstrated knowledge and experience developing or validating VaR, PFE and CVA models; demonstrated knowledge on derivatives, RMBS and equities pricing/modeling, yield curve building methodology, interest rate modelling; advanced programming skills in statistical programming environment Python and SQL are required; self-motivated and attention to detail; demonstrated ability to work independently on complex projects as well as the ability to be a team player in a fast-paced, high-energy level environment; strong verbal and written communication skills, with ability to articulate ideas, analysis and complex concepts effectively to broad audiences; and competence and confidence to gain credibility and collaborate for success across the organization. (Unless otherwise indicated, State Street is seeking the stated ability in the skills listed above with no specific number of years or amount of experience required. All experience can be gained concurrently.) Salary Range: $104,000 - $180,000 Annual The range quoted above applies to the role in the primary location specified. If the candidate would ultimately work outside of the primary location above, the applicable range could differ. Employees are eligible to participate in State Street’s comprehensive benefits program, which includes: our retirement savings plan (401K) with company match; insurance coverage including basic life, medical, dental, vision, long-term disability, and other optional additional coverages; paid-time off including vacation, sick leave, short term disability, and family care responsibilities; access to our Employee Assistance Program; incentive compensation including eligibility for annual performance-based awards (excluding certain sales roles subject to sales incentive plans); and, eligibility for certain tax advantaged savings plans.

Risk Management – Capital Markets Location: Boston, Massachusetts, United States Employment Type: Full-time Work Arrangement: Hybrid Salary: USD $125,112–$180,000 per year Job Description Risk Management – Capital Markets (State Street Bank and Trust Company; Boston, Massachusetts) (multiple positions): Will assist in performing daily risk management for a diverse portfolio of counterparties, including analysis of VaR exposures, collateral delivered under CSAs, stress scenario results, and exposure changes over time; assist in developing python-based risk and margin algorithms Perform daily risk management for a diverse book of top-tier alternative manager portfolios, including analysis of margin levels, stress scenario results, and exposure changes Perform the daily collateralization of a select handful of accounts using a proprietary algorithm, escalating any shortfalls or discrepancies to senior analysts Monitor a list of assigned hedge fund client accounts, including Equity Long/Short, Convertible Arbitrage, and Credit portfolios; maintain and update risk dashboard and models Review prospect portfolios as well as existing client portfolios in “what-if” scenarios to determine the risk impact of new trade opportunities Proactively monitor the geopolitical news and market events that may affect client portfolios; screen and approve collateral for bilateral securities on an ad-hoc basis Maintain and update collateral schedules for State Street’s Agency Lending program. Hybrid remote telecommuting permitted pursuant to company policy. Minimum Requirements: Master’s degree in financial mathematics, Mathematical Science or related quantitative discipline 3 years of experience in Securities Finance or related role. Must have: Demonstrated understanding of VaR, scenario stress testing, CCR, CVA and ISDA/CSA documentation; demonstrated experience working with large sets of trading and market data; strong knowledge of risk factors and characteristics of multiple asset classes, including FX, FX Options, IRS, Convertible Bonds, Corporate Bonds and Equity Swaps; and familiarity with Advent Syncova, Acadia Soft, and Bloomberg. (Unless otherwise indicated, State Street is seeking the ability in the skills listed above with no specific number of years of experience required. All experience can be gained concurrently.) Salary Range: $125,112 - $180,000 Annual The range quoted above applies to the role in the primary location specified. If the candidate would ultimately work outside of the primary location above, the applicable range could differ. Employees are eligible to participate in State Street’s comprehensive benefits program, which includes: our retirement savings plan (401K) with company match; insurance coverage including basic life, medical, dental, vision, long-term disability, and other optional additional coverages; paid-time off including vacation, sick leave, short term disability, and family care responsibilities; access to our Employee Assistance Program; incentive compensation including eligibility for annual performance-based awards (excluding certain sales roles subject to sales incentive plans); and, eligibility for certain tax advantaged savings plans. For a full overview, visit https://hrportal.ehr.com/statestreet/Home. About State Street Across the globe, institutional investors rely on us to help them manage risk, respond to challenges, and drive performance and profitability. We keep our clients at the heart of everything we do, and smart, engaged employees are essential to our continued success. We are committed to fostering an environment where every employee feels valued and empowered to reach their full potential. As an essential partner in our shared success, you’ll benefit from inclusive development opportunities, flexible work-life support, paid volunteer days, and vibrant employee networks that keep you connected to what matters most. Join us in shaping the future. As an Equal Opportunity Employer, we consider all qualified applicants for all positions without regard to race, creed, color, religion, national origin, ancestry, ethnicity, age, disability, genetic information, sex, sexual orientation, gender identity or expression, citizenship, marital status, domestic partnership or civil union status, familial status, military and veteran status, and other characteristics protected by applicable law. Discover more information on jobs at StateStreet.com/careers Job Application Disclosure: It is unlawful in Massachusetts to require or administer a lie detector test as a condition of employment or continued employment. An employer who violates this law shall be subject to criminal penalties and civil liability.