Sr. Analyst, Quantitative Modeling

S&P Global•New York, NY

28d

About The Position

The Quantitative Modeling Group is an elite, global team of highly skilled and versatile individuals (including PhDs, CFAs, FRMs, economists, statisticians, etc) who employ advanced machine-learning and statistical techniques to develop, maintain and enhance quantitative models used by analysts at Corporations, Governmental and Financial Institutions to automate, speed up and scale the quantitative assessment of credit, climate, third-party risk management, and Maritime and trade. The Quantitative Modeling (QM) group develops all quantitative models that power the Global Insight's desktop solutions, within one of the strategic businesses of S&P Global Market Intelligence. Our client base spans a diverse set of institutions, from Large Corporations to Small & Medium Enterprises, Banks, Auditing Firms, Governmental institutions and insurance companies. QM is currently supporting several high-profile strategic initiative funded at S&P Global level, from building the next generation of credit risk assessment, scenario analysis and early warning signals models, to climate risk modelling, to developing quantitative models to support maritime and trade analytics. The team also provides in-depth technical support to Sales Team and current clients, and is engaged in regular thought leadership/outreach activities (in coordination with Go-to-Market and Product Management) to incorporate external feedback into our models or to create new tools that enable clients to make decisions with conviction. Join a dynamic team of quantitative people who contribute to business expansion and acceleration, and leave your footprint from day one! Build the next generation of credit risk models within a flourishing field at the intersection between multiple risk domains. Generate powerful thought leadership pieces, to help showcasing analytical use of our models, increase brand awareness, support lead generation and collect valuable market feedback. Interact on a daily basis within a matrixed organization, including Product Managers, Product Specialists, Business Developers, Information Technologists, Innovators, adapting your language to a diverse audience, all the way up to C-level. Influence and steer the analytic development roadmap, bringing in your experience, creativity and diagonal thinking to craft innovative analytics that solve clear client painpoints. Interact with internal stakeholders and external clients, establishing yourself as a strong subject matter expert. 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

Requirements

3+ years' relevant work experience (modelling PD, LGD of SMEs and Corporates; building macro-econometric models, etc)
Experience handling BIG datasets (structured and unstructured)
Excellent knowledge of Python
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.

Nice To Haves

PhD (Physics, Statistics, Mathematics, Engineering)
CFA, FRM qualifications
Excel with VBA
Familiarity with MATLAB is a plus

Responsibilities

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

Benefits

Health & Wellness: Health care coverage designed for the mind and body.
Flexible Downtime: Generous time off helps keep you energized for your time on.
Continuous Learning: Access a wealth of resources to grow your career and learn valuable new skills.
Invest in Your Future: Secure your financial future through competitive pay, retirement planning, a continuing education program with a company-matched student loan contribution, and financial wellness programs.
Family Friendly Perks: It's not just about you. S&P Global has perks for your partners and little ones, too, with some best-in class benefits for families.
Beyond the Basics: From retail discounts to referral incentive awards-small perks can make a big difference.

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