Associate Director, Quantitative Analysis
- New York, NY, USA
- Permanent, Full time
- S&P Global
- 22 Oct 18
Associate Director, Quantitative Analysis
The Role: Associate Director, Quantitative Analysis
The Location: New York, New York
The Team: Our Analytic Development Group (ADG) is an elite, global team of highly skilled and versatile individuals (including PhDs, CFAs, FRMs, economists, statisticians, etc). You will 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 our organization. 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 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 creative products.
- Establish yourself as a recognized subject-matter authority, honing your communication style and flexing it according.
- This role may entail supervision, training and mentoring 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.
- 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 lead their projects
What We're Looking For:
- 5 to 7 years relevant work experience (modelling PD, LGD of SMEs and Corporates; building macro-econometric models, etc)
- Excellent knowledge of Matlab
- 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 focused, flexible/adaptable, able to manage multiple projects, keen to learn, dedicated, real teammate.
- PhD (Physics, Statistics, Mathematics, Engineering)
- CFA, FRM qualifications
- Excel with VBA; Python, R
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, 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, S&P Global Market Intelligence
S&P Global is an equal opportunity employer committed to making all employment decisions on the basis of merit, capability and equality of opportunity, and 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, or any other characteristic that has no bearing on a person's ability to perform his or her job.
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.