Senior Quantitative Research Analyst

Employer
S&P Global
Location
London, United Kingdom
Salary
Competitive
Posted
Sep 02, 2021
Closes
Sep 17, 2021
Ref
11953747
Job Function
Other
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
S&P Global Ratings

The role: Senior Quantitative Research & Design Analyst
The location: London
The grade: Grade 11 (for internal purpose only)

The team
As a senior analyst you will collaborate with other senior analysts within the Research & Design team to design new S&P Dow Jones Indices covering all capital markets - equities, fixed income, commodities and real estate. Environmental, Social and Governance (ESG), climate and other sustainable investing objectives are often a large part of the indices to be designed. The team is comprised of experts in portfolio construction techniques who are also experts in Python or Matlab as well as financial theories used to deliver innovative index solutions and analysis to clients.

The impact
Leveraging your high level of numeracy, expertise in programming, and experience manipulating large data sets, this role encompasses all elements of the index design lifecycle; including research, client engagement, data gathering, back-testing and finalizing index methodologies. Your awareness of topical market trends and desire to translate investment objectives into systematic and actionable index strategies is key to our success.

You will also participate in our thought leadership program by contributing to presentations, blogs and research papers. The role also involves designing and constructing new software platforms and processes to enable a more effective and efficient environment for the team.

What's in it for you
This role provides an opportunity for you to develop and enhance your knowledge in fund management. You will gain exposure to alternative data sets, sophisticated portfolio construction techniques, and a broad and robust range of quantitative methods in finance in a complex and dynamic industry.

Responsibilities
  • Support and lead in the research and design of new indices across all asset classes
  • Articulately communicate with internal and external clients in technical discussions to create successful index solutions
  • Manage, clean and transform large and complex datasets (often ESG-related)
  • Build a comprehensive understanding of the process behind and availability of data from our providers (often ESG datasets)
  • Back-test the performance of index concepts to assess fulfilment of investment objectives
  • Utilize programming skills in a proficient manner to ensure robust and efficient index design and build internal platforms and tools to improve capabilities and resolve repeatable processes
  • Write finalized index methodology documents for external use
  • Prepare and update presentation slides for internal and external events
  • Contribute to thought-leadership papers and blogs for brand promotion
  • Partner within Global Research & Design teams as well as other departments to manage projects that will facilitate the design of new indices
  • Effectively manage multiple projects and deadlines which involve requirements gathering, data gathering, analytical thinking, index research and design, documentation, etc.
What we're looking for
  • First class communication skills - verbal, written and presenting
  • Practical experience and advanced expertise in Python, Matlab or similar programs
  • A thorough understanding of asset classes and financial theories that underpin portfolio and index construction
  • Significant experience of relevant investment-related experience
  • Advanced degree in computer science, maths, engineering, economics, or finance strongly preferred
  • CFA or commitment to studying the CFA
  • Superior computer skills in Microsoft Excel and VBA
  • Independent and able to take the lead on multiple projects simultaneously
  • Excellent analytical and quantitative capabilities which you have used to solve original, non-routine problems in the workplace
  • Master manipulator of large data sets
  • Highly numerate, computer literate, thoughtful, curious with remarkable enthusiasm and personal drive
  • Enjoys collaborating with others
S&P Global Ratings
S&P Global Ratings is the world's leading provider of independent credit ratings. Our ratings are essential to driving growth, providing transparency and helping educate market participants so they can make decisions with confidence. We have more than 1 million credit ratings outstanding on government, corporate, financial sector and structured finance entities and securities. We offer an independent view of the market built on a unique combination of broad perspective and local insight. We provide our opinions and research about relative credit risk; market participants gain independent information to help support the growth of transparent, liquid debt markets worldwide.

S&P Global Ratings 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/ratings.

S&P Global has a Securities Disclosure and Trading Policy ("the Policy") that seeks to mitigate conflicts of interest by monitoring and placing restrictions on personal securities holding and trading. The Policy is designed to promote compliance with global regulations. In some Divisions, pursuant to the Policy's requirements, candidates at S&P Global may be asked to disclose securities holdings. Some roles may include a trading prohibition and remediation of positions when there is an effective or potential conflict of interest. Employment at S&P Global is contingent upon compliance with the Policy.

20 - Professional (EEO-2 Job Categories-United States of America), RESECH202.2 - Middle Professional Tier II (EEO Job Group), SWP Priority - Ratings - (Strategic Workforce Planning)

Job ID: 264338
Posted On: 2021-08-27
Location: London, United Kingdom

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