Lead, Quantitative Modeling

Employer
S&P Global
Location
New York, USA
Salary
Competitive
Posted
Nov 08, 2019
Closes
Nov 16, 2019
Ref
6650541
Job Function
Other
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
JobDescription :

The Role: Lead, Quantitative Modeling

The Location: New York, New York

The Grade: 12 (Internal Use Only)

The Team: The Analytic Development Group (ADG) is an elite, global team of highly skilled and versatile individuals (including PhDs, CFAs, FRMs, economists, statisticians, etc) who employ advanced machine-learning techniques to develop, maintain and enhance statistical models used by analysts at Corporations and Financial Institutions to automate, speed up and scale the credit risk assessment of multiple asset classes (Corporates and Small and Medium Enterprises).

The Impact: The ADG develops the statistical models that power the Credit Analytics products/offering, within one of the fastest-growing businesses of S&P Global Market Intelligence. Our client base includes large corporations, banks and insurance companies.
The team also provides analytic support to Sales Team and current clients, and is engaged in regular market outreach activities (in coordination with other teams) to incorporate external feedback into our models or to create new tools that enable clients to make decisions with conviction.

What's in it for you:
  • Develop the next generation of credit risk models.
  • Interact on a daily basis within a matrixed organization, including Product Managers, Product Specialists, Business Developers, Information Technologists, Innovators, adapting your language to your audience.
  • Influence and steer the analytic development roadmap, bringing in client feedback and helping developing differentiated and innovative products.
  • Establish yourself as a recognized subject-matter expert, honing your communication style and flexing it according to your audience.
  • This role may entail supervision, training and coaching of a junior resource (subject to headcount availability), for the preparation and analysis of data needed for the validation of existing models or development of new models.

Responsibilities:
  • Design of next-generation of statistical models to assess credit risk, using advanced statistical and machine learning techniques
  • End-to-end analytic model development (data gathering, cleansing, model training, etc)
  • Technical Documentation
  • Production of collateral material to support Product Management team and go-to-market activities (White papers, blogs, etc)
  • Training to Product Specialists and Sales, to enable effective positioning of how our products differentiate vs our competitors
  • Analytic support on technical questions by current clients and perspective clients, gaining market intelligence, incorporating feedback into models and solving actual client pain-points
  • Guide junior team members and oversee their projects

What We're Looking For:

Basic Qualifications:
  • 5 to 7 years relevant work experience (modelling PD, LGD of SMEs and Corporates; building macro-econometric models, etc)
  • Excellent knowledge of Python or R
  • Good knowledge of Excel with functions
  • Experience handling BIG datasets (structured and unstructured)
  • Top Master-level degree from reputable university in Financial Modelling, Finance, Economics, Statistics, Physics
  • Good technical writing skills (English), for supporting senior team members in preparation and update of technical documents for each model release and/or white papers.
  • Thoroughly checks soundness of own/team work and probes more deeply when confronted with inconsistent or interesting findings.
  • Results-oriented, flexible/adaptable, able to manage multiple projects, keen to learn, proactive, real team player.

Additional Qualifications:
  • PhD (Physics, Statistics, Mathematics, Engineering)
  • CFA, FRM qualifications
  • Excel with VBA
  • Familiarity with MATLAB is a plus

At S&P Global Market Intelligence, we know that not all information is important-some of it is vital. Accurate, deep and insightful. We integrate financial and industry data, research and news into tools that help track performance, generate alpha, identify investment ideas, understand competitive and industry dynamics, perform valuation and assess credit risk. Investment professionals, government agencies, corporations and universities globally can gain the intelligence essential to making business and financial decisions with conviction.

S&P Global Market Intelligence is a division of S&P Global (NYSE: SPGI), which provides essential intelligence for individuals, companies and governments to make decisions with confidence. For more information, visit www.spglobal.com/marketintelligence.

S&P Global is an equal opportunity employer committed to making all employment decisions without regard to race/ethnicity, gender, pregnancy, gender identity or expression, color, creed, religion, national origin, age, disability, marital status (including domestic partnerships and civil unions), sexual orientation, military veteran status, unemployment status, or any other basis prohibited by federal, state or local law. Only electronic job submissions will be considered for employment.

If you need an accommodation during the application process due to a disability, please send an email to: EEO.Compliance@spglobal.com and your request will be forwarded to the appropriate person.

The EEO is the Law Poster http://www.dol.gov/ofccp/regs/compliance/posters/pdf/eeopost.pdf describes discrimination protections under federal law.

Similar jobs

Similar jobs