Senior Analyst, Quantitative Modeling

S&P Global Market Intelligence The Role: Senior Analyst, Quant Developer (Python/C++) Grade/Level (relevant for internal applicants only): 11 The Location: New York (55 Water Street) 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 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 AIDG 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 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. Responsibilities: Designing and implementing scalable, maintainable, and efficient Python code for new credit risk models (based on mathematical specifications and research code) Maintaining existing code base in C++ Writing unit and functional test cases and obtaining test data from systems or other groups. Support and work with Financial Quality Assurance (FQA) team to validate correctness of the implementation. Work with Technology and Product Management teams to get the code into production. Completing and delivering the projects on agreed timelines with highest quality and required documentation. Strictly adhering to model development guidelines and process. Contribute to new projects, requiring statistical model development, on an ad-hoc basis. What We’re Looking For: Basic Qualifications: Degree in a technical field (Finance, Math, Engineering, Physics, Computer Science) 3+ years professional experience writing maintainable and efficient Python code; C++ a plus Strong quantitative problem-solving skills and experience applying them to model implementations Solid understanding of object-oriented design, data structures and algorithms Strong software development skills (design, development, testing, debugging and trouble-shooting) Good verbal/written communication skills Thoroughly checks soundness of own/teamwork 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. Additional Qualifications: Advanced Degree in a technical field Experience with statistical software (MATLAB, R, etc.) Experience with version control system (SVN/Git) Experience with performing optimization and profiling Working knowledge of interacting with databases (oracle, MS SQL) Flexible Working We pride ourselves on our agility and diversity, and we welcome requests to work flexibly. For most roles, flexible hours and/or an element of remote working are usually possible. Please talk to us at interview about the type of arrangement that is best for you. We will always try to be adaptable wherever we can. Return to Work Have you taken time out for caring responsibilities and are now looking to return to work? As part of our Return to Work initiative (link to career site page when available), we are encouraging enthusiastic and talented returners to apply, and will actively support your return to the workplace. Compensation/Benefits Information (US Applicants Only): S&P Global states that the anticipated base salary range for this position is $105,000 to $125,000. Base salary ranges may vary by geographic location. In addition to base compensation, this role is eligible for an annual incentive plan. This role is eligible to receive additional S&P Global benefits. For more information on the benefits we provide to our employees, visit https://www.spgbenefitessentials.com/newhires. About Company Statement: S&P Global delivers essential intelligence that powers decision making. We provide the world’s leading organizations with the right data, connected technologies and expertise they need to move ahead. As part of our team, you’ll help solve complex challenges that equip businesses, governments and individuals with the knowledge to adapt to a changing economic landscape. S&P Global Market Intelligence partners with customers to broaden their perspective and operate with confidence by bringing them leading data sources and technologies that embed insight in their daily work. S&P Global Ratings offers critical insights for credit, risk and sustainable finance solutions that are essential to translating complexity into clarity, so market participants can uncover opportunities. S&P Global Commodity Insights enables organizations to create long-term, sustainable value with data and insights for a complete view on the global energy and commodities markets. S&P Global Mobility turns invaluable insights captured from automotive data to help our clients understand today’s market, reach more customers, and shape the future of automotive mobility. S&P Dow Jones Indices provides iconic and innovative index solutions, bringing transparency to global capital markets. S&P Global Engineering Solutions solves for tomorrow’s challenges today by transforming workflows and end-user experiences with data, insights and technology. ----------------------------------------------------------- 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: [email protected] and your request will be forwarded to the appropriate person.  US Candidates Only: 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), ANLYTC202.2 - Middle Professional Tier II (EEO Job Group), SWP Priority – Ratings - (Strategic Workforce Planning) Job ID: 277421 Posted On: 2022-11-21 Location: New York, New York, United States