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Director, Quantitative Research - Fixed Income

Employer
S&P Global
Location
London, United Kingdom
Salary
Competitive
Closing date
Jul 20, 2023
View more categoriesView less categories
Job Function
Other
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
S&P Global Market Intelligence

The Role: Director, Quantitative Research - Fixed Income

The Location: New York, Chicago, Toronto and London

Grade/Level ( relevant for internal applicants only ): 13

The Team: S&P Global Market Intelligence's Quantamental Research group (external brand) is part of the New Product Development & Research team (internal brand). The team specializes in uncovering new anomalies and differentiated security selection strategies. Integrated quantamental research products enable portfolio managers, quantitative analysts, and researchers to refine and differentiate their strategies to gain insights into new sources of potential alpha.

Leveraging the uniqueness and depth of S&P Global Market Intelligence's combined data and analytics offerings, the research group uncovers new investment insights in their publications and packages research findings into new products.

The Career Opportunity:
You will face interesting challenges and be counted on to creatively determine how best to get your job done. You must value the free exchange of ideas, solicit critical feedback to make your work better, and, above all, find the best solution to the challenge at hand. Along with a keen analytical mind, you are an excellent communicator and writer. Along with technical skills, the ideal candidate will demonstrate strong character, integrity, and respect for others.

Successful candidates will have deep financial market experience with a specific focus on systematic trading strategies and alpha factors for the fixed income market. Prior experience building trading strategies in the corporate debt and CDS market for buyside or prop trading firms preferred. The candidate should have a passion for asset management and risk analysis. In addition, candidates should be able to work well in a team, be highly self-motivated with the ability to execute independently.

The Impact:
The internal aspect of this role includes research and new product development. The successful candidate will propose and test investment hypotheses, document research findings in white papers and package research results into new product.

Responsibilities:
Conduct hands-on, actionable innovative research on systematic fixed income investment strategies using unique data and analytical tools at S&P GMI. Support the go-to-market effort for fixed income factors.

Publish industry leading research in white papers, blogs, research briefs on systematic fixed income trading topics

Present at sponsored and industry events and conduct webinars

Work closely with sales as a subject matter expert, providing proof statements to clients around research.

Job Requirements:
• 10 years of industry experience with a minimum of 3 years experience
conducting empirical, systematic fixed income research
Master's degree or Ph.D. in Statistics, Physical Sciences, Finance, or Technology required
• CFA preferred
• Expertise in data science preferred.
• Strong technical and programming skills in one or more high level programming languages such Python, R, C++, MatLab etc. Knowledge of SQL required
• Deep analytical mindset and understanding of both a quantitative and fundamental investment approach
• Demonstrable knowledge of statistics and econometrics; as well as capital markets, particularly global corporate bonds and CDS
• Organized and detail oriented. High degree of comfort with large datasets.
• Able to establish credibility with clients and fellow team members around investment management ideas.
• Passion for asset management, capital markets and portfolio risk management
• Excellent presentation skills
• Intellectual curiosity and inquisitiveness
• Ability to conduct investment research within a dynamic, team based culture
• Ability to explain complex investment concepts in simple terms
• The candidate will have experience running backtests, creating factors and using coding languages to automate workflows.
• Prior experience with S&P ClariFI is a plus.

Flexible Working

We pride ourselves on our agility and diversity, and we welcome requests to work flexibly. For most roles, flexible hours and/or an element of remote working are usually possible. Please talk to us at interview about the type of arrangement that is best for you. We will always try to be adaptable wherever we can.

Return to Work

Have you taken time out for caring responsibilities and are now looking to return to work? As part of our Return to Work initiative (link to career site page when available), we are encouraging enthusiastic and talented returners to apply, and will actively support your return to the workplace.

Compensation/Benefits Information (US Applicants Only):

S&P Global states that the anticipated base salary range for this position is approximately is$190,000 to $215,000. Base salary ranges may vary by geographic location. In addition to base compensation, this role is eligible for an annual incentive plan.

This role is eligible to receive additional S&P Global benefits. For more information on the benefits we provide to our employees, visit https://www.spgbenefitessentials.com/newhires.

About Company Statement:

S&P Global delivers essential intelligence that powers decision making. We provide the world's leading organizations with the right data, connected technologies and expertise they need to move ahead. As part of our team, you'll help solve complex challenges that equip businesses, governments and individuals with the knowledge to adapt to a changing economic landscape.

S&P Global Market Intelligence partners with customers to broaden their perspective and operate with confidence by bringing them leading data sources and technologies that embed insight in their daily work.

S&P Global Ratings offers critical insights for credit, risk and sustainable finance solutions that are essential to translating complexity into clarity, so market participants can uncover opportunities.

S&P Global Commodity Insights enables organizations to create long-term, sustainable value with data and insights for a complete view on the global energy and commodities markets.

S&P Global Mobility turns invaluable insights captured from automotive data to help our clients understand today's market, reach more customers, and shape the future of automotive mobility.

S&P Dow Jones Indices provides iconic and innovative index solutions, bringing transparency to global capital markets.

S&P Global Engineering Solutions solves for tomorrow's challenges today by transforming workflows and end-user experiences with data, insights and technology.
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Equal Opportunity Employer

S&P Global is an equal opportunity employer and all qualified candidates will receive consideration for employment without regard to race/ethnicity, color, religion, sex, sexual orientation, gender identity, national origin, age, disability, marital status, military veteran status, unemployment status, or any other status protected by 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."

US Candidates Only: The EEO is the Law Poster http://www.dol.gov/ofccp/regs/compliance/posters/pdf/eeopost.pdf" describes discrimination protections under federal law.
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20 - Professional (EEO-2 Job Categories-United States of America), ANLYTC202.2 - Middle Professional Tier II (EEO Job Group), SWP Priority - Ratings - (Strategic Workforce Planning)

Job ID: 285516
Posted On: 2023-05-25
Location: New York, New York, United States

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