Quantitative Modeller

S&P Global
London, United Kingdom
15 Nov 2022
15 Dec 2022
Job Function
Industry Sector
Finance - General
Employment Type
Full Time
Quantitative Modeller - Associate Director

The Team:
The Analytic 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 and statistical techniques to develop, maintain and enhance quantitative models 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. 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 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 30%+ CAGR!
  • Generate powerful thought leadership pieces, to help showcasing analytical use of our models, increase brand awareness, support lead generation and collect valuable market feedback.
  • Build the next generation of quantitative models within a strategically important initiative.
  • 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.
  • Thought Leadership based on market/economic trends, client needs, and models' use cases.
  • Design and end-to-end development of next-generation statistical models to assess credit risk, using advanced statistical and machine learning techniques
  • 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.
What We're Looking For:
  • 6 years relevant modelling experience (modelling D, LGD of SMEs and Corporates; building macro-econometric models, trade payment models, 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:
  • PhD (Physics, Statistics, Mathematics, Engineering, Economics)
  • CFA, FRM qualifications
  • Matlab and R

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.


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: 277396
Posted On: 2022-11-09
Location: London, London, United Kingdom