Analyst, Quantitative Modeler The Location:
New York (55 Water Street) 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 enhance 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 create new tools that enable clients to make decisions with conviction. Compensation/Benefits Information:
S&P Global states that the anticipated base salary range for this position is $55,000 - $130,000. Base salary ranges may vary by geographic location.
This role is eligible to receive S&P Global benefits.
For more information on the benefits we provide to our employees, visit https://www.spgbenefitessentials.com/newhires . What's in it for you:
- Develop the next generation of credit risk models.
- Interact on a daily basis 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.
- 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-point
- 0 - 2 years' relevant work experience (modelling PD, LGD of SMEs and Corporates; building macro-econometric models, etc)
- Good knowledge of Python or R
- Good knowledge of Excel with functions
- Knowledge of 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-oriented, flexible/adaptable, able to manage multiple projects, keen to learn, proactive, real team player.
- PhD (Physics, Statistics, Mathematics, Engineering)
- CFA, FRM qualifications
- Excel with VBA
- Familiarity with MATLAB is a plus
S&P Global is an equal opportunity employer committed to making all employment decisions 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. 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.
The EEO is the Law Poster http://www.dol.gov/ofccp/regs/compliance/posters/pdf/eeopost.pdf describes discrimination protections under federal law.
20 - Professional (EEO-2 Job Categories-United States of America), ANLYTC202.1 - Middle Professional Tier I (EEO Job Group), SWP Priority - Ratings - (Strategic Workforce Planning) Job ID:
268073 Posted On:
New York, New York, United States