Quantitative Lead

The Team:

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 Impact:

The Quantitative Modeling (QM) group develops all quantitative models that power the Global Insights 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.

Whats in it for you:

• 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 climate quantitative 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.

Responsibilities:

• Design and end-to-end development of next-generation statistical models to assess climate risk, using advanced statistical and machine learning techniques
• Technical Documentation
• Thought Leadership based on model outputs, supporting client needs, and models use cases.
• 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.

What Were Looking For:

Basic Qualifications:

• 6 years relevant modelling experience (modelling climate risks and credit risk - PD, LGD of SMEs and Corporates, etc)
• Excellent knowledge of Python
• Good knowledge of Excel with VBA functions
• Experience handling BIG datasets (structured and unstructured)
• Top Master-level degree from reputable university in Financial Modelling, Finance, Economics, Statistics, Physics
• Excellent English command (both verbal and written)

Additional Qualifications:

• CFA, FRM qualifications
• PhD (Physics, Statistics, Mathematics, Engineering, Economics)
• Matlab and R.