Analyst, Quantitative Modeling Analyst, Quantitative Modeling …

S&P Global
in Singapore, Singapore, Singapore
Permanent, Full time
Last application, 22 Aug 19
S&P Global
in Singapore, Singapore, Singapore
Permanent, Full time
Last application, 22 Aug 19
Analyst, Quantitative Modeling
JobDescription :
The Role: Analyst, Quantitative Modeling

The Location: Singapore

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 improve 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 build new tools that enable clients to make decisions with conviction.

What's In It For You
  • Develop the next generation of quantitative credit risk models.
  • Interact daily 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.
  • End-to-end analytic model development (data gathering, cleaning, 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
Basic Qualifications

What We're Looking For:
  • 2 years relevant work experience (modelling PD, LGD of SMEs and Corporates; building macro-economic models, etc)
  • Excellent knowledge of Python and/or MATLAB
  • Top Master-level degree from reputable university in Statistics, Econometrics, Quantitative Finance, Physics, Mathematics
  • Good knowledge of Excel with functions
  • Good English command (both verbal and written)
  • Good technical writing skills, for supporting senior team members in preparation and update of technical documents for each model release and/or white papers
  • Experience handling BIG datasets (structured and unstructured)
  • Results-oriented, flexible/adaptable, able to manage multiple projects, keen to learn, dedicated
Additional Qualifications
  • PhD (Physics, Statistics, Mathematics, Engineering)
  • Excel with VBA; SQL
  • CFA, FRM qualifications