London, London, United Kingdom
1 day ago
Quantitative Modeller - Structured Finance
About the Role: Grade Level (for internal use): 12 Quantitative Modeller - Structured Finance The Team: Structured Finance (SF) team is responsible for a vast portfolio of criteria and models spanning ABS, RMBS, CMBS and Structured Credit (including CLO’s). The criteria and models that the group develops and maintains help global analysts produce independent credit ratings covering Structured Finance securitizations. The team is focused on producing timely, insightful, and innovative analysis and research of the highest quality that grows our relevance in the market. As a Methodology SME, you will be embedded within the SF team and work closely with the Model and Criteria SMEs, who are responsible for developing, maintaining, and delivering a growing portfolio of cutting-edge quantitative tools, Models and analysis that enable analysts to continually produce high quality and transparent credit analysis. This is an excellent opportunity to join S&P Global as we transform our infrastructure and deliver cloud-based tools to the analytical teams, while also developing your skills and furthering your career as we power the markets of the future. The Impact: The candidate will enhance our ability to produce high-impact, insightful credit analysis and research and grow our relevance in an evolving market by synthesizing, analyzing, and deriving value from datasets, developing, and delivering innovative analytic solutions and tools, and helping to build data analytics capabilities across Methodologies. What’s in it for you? Leverage your quantitative abilities to develop analytic solutions and tools that enable our credit analysts to perform high quality analysis and research; Challenging and steep learning curve, which could lead to continued growth within the organization by demonstrating strong analysis, teamwork, and presentation skills; Gain analytic knowledge of a wide range of global sectors and market topics; Gain exposure to stakeholders across S&P Ratings; and Enjoy a strong collegial, collaborative environment. Responsibilities: Develop and maintain nimble, user-friendly quantitative solutions and tools that will be used by credit analysts globally in credit rating analyses and research publications; Work together with senior members of Methodologies and Ratings Technology to ensure that our models and tools are reliable, operational, performant, and meet business requirements; Create applications and dashboards that utilize models, tools, and data for use across the organization; Synthesize and analyze large datasets to derive analytic value and insights for credit rating analyses and research publications; Focus on identifying areas for new, creative solutions and continuous improvement; Provide insight to the team in solving complex, non-routine problems and tasks; Maintain close interaction with analysts, model developers, and subject matter experts to ensure that data analyses and tools effectively inform analytical decisions; Work collaboratively with senior model and criteria SMEs within the group; Work closely with the Model and Criteria Validation group to ensure a high quality product; Write clear, concise specifications and development documentation to ensure consistent and thorough documentation in accordance with policy and procedures; and Support criteria projects and be an active member of projects including developing tools, testing of new concepts, data gathering, writing, and preparation of materials. What We’re Looking For: Basic Qualifications Bachelor's or post-graduate degree in Finance, Financial Engineering, Statistics, Quantitative Finance, Computer Science, Mathematics, Economics or a related field;3-5+ years work experience in relevant field; Knowledge of capital markets (preferably Structured Finance), financial instruments with an emphasis on credit risk modeling are preferred; Basic understanding of database modeling/design and applications. Knowledge of SQL and experience in databases such as Oracle, Sybase, or Access would be beneficial; Proficiency in excel/VBA and programming languages: R/R Shiny (required), Python and C++; Displays well-rounded communication skills that implement good listening techniques, and strong verbal skills with the ability to communicate across a wide range of groups and personalities internally and externally; and Works well in a team environment, focusing on collaboration, and adapting to the needs of a diverse team. Preferred Qualifications Masters or advanced degree preferred; Knowledge of financial or credit risk modelling preferred; Proficiency in R language and the creation of shiny applications and dashboards; and Persistent with a natural curiosity about credit markets and technical details. Compensation/Benefits Information (US Applicants Only): S&P Global states that the anticipated base salary range for this position is $103,800 to $206,350. Base salary ranges may vary by geographic location. In addition to base compensation, this role is eligible for an annual incentive plan. About S&P Global Ratings At S&P Global Ratings, our analyst-driven credit ratings, research, and sustainable finance opinions provide critical insights that are essential to translating complexity into clarity so market participants can uncover opportunities and make decisions with conviction. By bringing transparency to the market through high-quality independent opinions on creditworthiness, we enable growth across a wide variety of organizations, including businesses, governments, and institutions. S&P Global Ratings is a division of S&P Global (NYSE: SPGI). S&P Global is the world’s foremost provider of credit ratings, benchmarks, analytics and workflow solutions in the global capital, commodity and automotive markets. With every one of our offerings, we help many of the world’s leading organizations navigate the economic landscape so they can plan for tomorrow, today. For more information, visit www.spglobal.com/ratings What’s In It For You? 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 of integrity in all we do, bring a spirit of discovery to our work, and collaborate in close partnership with 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. S&P Global has a Securities Disclosure and Trading Policy (“the Policy”) that seeks to mitigate conflicts of interest by monitoring and placing restrictions on personal securities holding and trading. The Policy is designed to promote compliance with global regulations. In some Divisions, pursuant to the Policy’s requirements, candidates at S&P Global may be asked to disclose securities holdings. Some roles may include a trading prohibition and remediation of positions when there is an effective or potential conflict of interest. Employment at S&P Global is contingent upon compliance with the Policy. ----------------------------------------------------------- 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: EEO.Compliance@spglobal.com 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. Pay Transparency Nondiscrimination Provision - https://www.dol.gov/sites/dolgov/files/ofccp/pdf/pay-transp_%20English_formattedESQA508c.pdf ----------------------------------------------------------- 20 - Professional (EEO-2 Job Categories-United States of America), RSKMGT202.2 - Middle Professional Tier II (EEO Job Group), SWP Priority – Ratings - (Strategic Workforce Planning) Job ID: 302987 Posted On: 2024-10-15 Location: London, London, United Kingdom
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