Jobs

Quantitative Associate


Job details
  • S&P Global
  • London
  • 3 days ago

About the Role:

Grade Level (for internal use):
10
Quantitative Associate

The Team:

The Analytical Innovation & Development Group (AIDG) is an elite, global team of highly skilled and versatile individuals (including PhDs, CFAs, FRMs, economists, statisticians, etc.) who employ expert-judgement, advanced machine-learning and statistical techniques to develop, maintain and enhance quantitative models and scorecards used by analysts at Corporations and Financial Institutions to automate, speed up and scale the credit risk assessment of multiple asset classes (Corporates, Small and Medium Enterprises, Local & Regional Governments, etc.).

The Impact:

The AIDG develops all quantitative models that power the Credit Analytics product/offering, within one of the fastest-growing businesses of S&P Global Market Intelligence. AIDG also maintains and updates expert-judgement credit risk scorecards, based on S&P Global Ratings' criteria. Our client base includes large corporations, banks, and insurance companies.

AIDG is currently supporting a high-profile strategic initiative funded at S&P Global level, to build the next generation of credit risk assessment, scenario analysis and early warning signals models, employing advanced regression and machine learning techniques on structured and unstructured big datasets.

The team also provides analytic 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 advertise use-cases for our models, incorporate external feedback into our models or to create new tools that enable clients to make decisions with conviction.

What's in it for you:

  • Join a dynamic team of quantitative people who contribute to a business expanding at 25%+ CAGR!
  • Work closely to experienced modelers and learn best practices to build the next generation of quantitative models used by a wide range of clients (from large non-financial corporations, to sophisticated financial institutions), using advanced statistical and machine learning techniques
  • Develop an array of language and soft skills, interacting daily within a matrixed organization, that includes Product Managers, Product Specialists, Business Developers, Information Technologists, Innovators, adapting your communication to a diverse audience
  • Conduct focused analyses and help produce thought leadership pieces, to help showcasing analytical use of our models, increase brand awareness, support lead generation, and collect valuable market feedback
  • Interact with internal stakeholders and external clients, establishing yourself as a strong subject matter expert

Responsibilities:

  • Model the credit risk impact of climate change risk (physical and transition) on a range of diverse exposures, under specific climate change and macroeconomic scenarios
  • Support the end-to-end development of next-generation statistical models to assess credit risk, using advanced statistical and machine learning techniques
  • Produce Technical Documentation detailing our modeling efforts
  • Collect, analyze, cleanse, and prepare datasets relevant for modelling purposes
  • Produce collateral material to support Product Management team and go-to-market activities (White papers, blogs, etc.)
  • Produce case studies leveraging the outputs of our models, to showcase their use to clients
  • Analytic support on technical questions by current clients and perspective clients, gaining market intelligence, incorporating feedback into models

Basic Qualifications:

  • 1-3 years relevant modelling experience (modelling wholesale PDs and LGDs or building macro-econometric models or climate credit models or regulatory stress-test modeling etc.)
  • Excellent knowledge of Python
  • Good knowledge of Excel with VBA functions
  • Master-level degree from a reputable university in a quantitative field (like Financial Modelling, Climate modeling, Economics, Statistics, Physics or similar)
  • Excellent command of English (both verbal and written)

Additional Qualifications:

  • Demonstrable interest in working on climate change credit impact modeling and moving career forward in the field of climate change analytics
  • PhD (Physics, Statistics, Mathematics, Engineering, Economics)
  • CFA, FRM qualifications
  • Experience with MATLAB and R

About S&P Global Market Intelligence

At S&P Global Market Intelligence, a division of S&P Global we understand the importance of accurate, deep and insightful information. Our team of experts delivers unrivaled insights and leading data and technology solutions, partnering with customers to expand their perspective, operate with confidence, and make decisions with conviction.

For more information, visitwww.spglobal.com/marketintelligence.

What's In It ForYou?

Our Purpose:

Progress is not a self-starter. It requires a catalyst to be set in motion. Information, imagination, people, technology-the right combination can unlock possibility and change the world.

Our world is in transition and getting more complex by the day. We push past expected observations and seek out new levels of understanding so that we can help companies, governments and individuals make an impact on tomorrow. At S&P Global we transform data into Essential Intelligence®, pinpointing risks and opening possibilities. We Accelerate Progress.

Our People:

We're more than 35,000 strong worldwide-so we're able to understand nuances while having a broad perspective. Our team is driven by curiosity and a shared belief that Essential Intelligence can help build a more prosperous future for us all.

From finding new ways to measure sustainability to analyzing energy transition across the supply chain to building workflow solutions that make it easy to tap into insight and apply it. We are changing the way people see things and empowering them to make an impact on the world we live in. We're committed to a more equitable future and to helping our customers find new, sustainable ways of doing business. We're constantly seeking new solutions that have progress in mind. Join us and help create the critical insights that truly make a difference.

Our Values:

Integrity, Discovery, Partnership

At S&P Global, we focus on Powering Global Markets. Throughout our history, the world's leading organizations have relied on us for the Essential Intelligence they need to make confident decisions about the road ahead. We start with a foundation ofintegrityin all we do, bring a spirit ofdiscoveryto our work, and collaborate in closepartnershipwith each other and our customers to achieve shared goals.

Benefits:

We take care of you, so you can take care of business. We care about our people. That's why we provide everything you-and your career-need to thrive at S&P Global.

Our benefits include:

  • 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.

For more information on benefits by country visit:https://spgbenefits.com/benefit-summaries

Diversity, Equity, and Inclusion at S&P Global:
At S&P Global, we believe diversity fuels creative insights, equity unlocks opportunity, and inclusion drives growth and innovation - Powering Global Markets. Our commitment centers on our global workforce, ensuring that our people are empowered to bring their whole selves to work. It doesn't stop there, we strive to better reflect and serve the communities in which we live and work, and advocate for greater opportunity for all.
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Equal Opportunity Employer

S&P Global is an equal opportunity employer and all qualified candidates will receive consideration for employment without regard to race/ethnicity, color, religion, sex, sexual orientation, gender identity, national origin, age, disability, marital status, military veteran status, unemployment status, or any other status protected by 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:" "and your request will be forwarded to the appropriate person."

US Candidates Only:The EEO is the Law Posterhttp://www.dol.gov/ofccp/regs/compliance/posters/pdf/eeopost.pdf" describes discrimination protections under federal law.
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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:304424
Posted On:2024-10-03
Location:London, United Kingdom

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