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Associate Director, Credit Analysis Review & Validation

Job Details

Title: Associate Director, Credit Analysis Review & Validation

The Review & Validation team has global responsibility for the review and validation of all S&P Global Ratings’ methodologies, including models and criteria. S&P Global Ratings’ methodologies contain all our key analytical principles and assumptions. They provide the framework for all of our published credit ratings and analyses and, as such, represent our most significant intellectual property.

What's in it for you

  • Work in a dynamic environment in a team that has global, cross-sector responsibilities.
  • Opportunity to work in a collegial culture with good potential for professional development and career growth.
  • Personal initiative, independence, strong time management skills, and an inquisitive mindset are emphasized, providing the perfect environment for highly motivated individuals.

Responsibilities

For Credit Analysis criteria

  • Conduct and interpret research to identify key credit trends and sector risks and apply to identify performance anomalies, and ascertain causalities.
  • Conduct validation and review activities by utilizing various statistical/quantitative analyses in the evaluation of ratings and ratings criteria performance, including (as relevant) back-testing and stress testing to verify the soundness of the assumptions and calibration with established benchmarks and ratings definitions.
  • Produce reports and present and defend conclusions and any findings to relevant bodies. 

For Review & Validation

  • Test and validate quantitative financial models and engines.
  • Interact with quantitative staff to gather model related information and clarify model related questions.
  • Interact with business unit staff to gather model related information and clarify model related questions.
  • Contribute to the continuing research and development of new tools, and to the wider continuing development of the review & validation function.
  • Display well-rounded communication skills that implement good listening techniques, clear and concise writing style, as well as strong verbal skills. 
  • Manage multiple tasks and adhere to regular deadlines. 

Qualifications:

  • 3+ years of full-time relevant work experience in debt/capital markets, credit analysis/research, quantitative finance, model development or validation.
  • Advanced degree (or equivalent) in Economics, Engineering, Mathematics, Statistics, Quantitative/Mathematical Finance, Data Science or other relevant program.
  • Good quantitative skills in the areas of structured finance, credit derivatives, default and recovery modeling and credit risk management.
  • Good programming skills in SAS, MATLAB, C++, R or Python. Strong proficiency with Excel & VBA.
  • Well-rounded communication skills that implement strong listening techniques, clear, concise writing style, and strong verbal skills.
  • Works well in a team environment, focusing on collaboration and adapting to the demands of a diverse team.
  • Adept at managing multiple tasks and adhering to regular deadlines.

Preferred Qualifications:

  • Credit Risk Analysis experience a plus
  • MBA or another relevant post-graduate degree is a plus.
  • Strong proficiency using scripted query languages is a plus.
  • 2+ years of experience in data science or related field is a plus.

Company

About S&P Global Ratings

S&P Global Ratings, a part of S&P Global Inc. (NYSE: SPGI), is the world's leading provider of credit ratings. We have more than 1 million credit ratings outstanding on government, corporate, financial sector and structured finance entities and securities. With approximately 1,400 credit analysts, a presence in 30 countries and more than 150 years' experience of assessing credit risk, we offer a unique combination of global coverage and local insight. We provide our opinions and research about relative credit risk; market participants gain information to help support the growth of transparent, liquid debt markets worldwide. To learn more, please visit us at spglobal.com/ratings. S&P Global has a proud 156-year heritage as a trusted source of information to the business community -- bringing transparency and cutting edge research and analytics to markets worldwide. Integrity, excellence, and relevance remain at the center of everything we do. Today, across markets, the need for actionable insights is critical, because every decision is only as good as the intelligence used to make it. That is why our employees are committed to a common purpose: we provide the intelligence that is essential for companies, governments, and individuals to make decisions with conviction

Company info
Telephone
1-800-752-8878
Location
55 Water Street
New York
New York
10041
US

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