S&P Global Market Intelligence
The Role: Senior Specialist, Quantitative Modelling, Credit and Risk Solutions
Grade (relevant for internal applicants only): 9
The Location: Sydney or Singapore
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.
What’s in it for you:
- Develop the next generation of credit risk models, climate risk analytics, etc.
- 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:
- 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
What we’re looking for:
Basic Qualifications:
- Top Master-level degree from reputable university in Financial Engineering, Statistics, Finance, Economics, Physics, Mathematics
- 0 - 2 years’ relevant work experience (modelling PD, LGD of SMEs and Corporates; building macro-econometric models, ESG data and analytics, etc)
- Good knowledge of Python
- Good knowledge of Excel with functions
- Knowledge of handling BIG datasets (structured and unstructured)
- 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.
Preferred Qualifications:
- PhD (Physics, Statistics, Mathematics, Engineering)
- CFA, FRM qualifications
- Excel with VBA
- Familiarity with MATLAB and/or R is a plus
About Company Statement:
S&P Global Market Intelligence
At S&P Global Market Intelligence, we know that not all information is important—some of it is vital. Accurate, deep and insightful. We integrate financial and industry data, research and news into tools that help track performance, generate alpha, identify investment ideas, understand competitive and industry dynamics, perform valuation and assess credit risk. Investment professionals, government agencies, corporations and universities globally can gain the intelligence essential to making business and financial decisions with conviction.
S&P Global Market Intelligence is a division of S&P Global (NYSE: SPGI), which provides essential intelligence for individuals, companies and governments to make decisions with confidence. For more information, visit www.spglobal.com/marketintelligence.
