Quantitative Modelling Senior Analyst

  • Competitive
  • London, England, United Kingdom London England GB
  • Permanent, Full time
  • S&P Global
  • 18 Jun 18 2018-06-18

Quantitative Modelling Senior Analyst

JobDescription :
The Role

The Senior Analyst will work to support the activities of the team to deliver and update analytic solutions for use by S&P Global Market Intelligence business units. This position will be responsible for the preparation of data and the development , re-training and maintenance of new models and all existing analytic methodologies, as defined in the Analytic Development Group roadmap. This role will also undertake all of the data analysis requested by other senior team members. Additionally, this role will be asked to supervise work of junior resources to support the model validation efforts, and will prepare documentation supporting all analytics testing, performance evaluation and maintenance activities - ensuring these meet the needs of S&P Global Market Intelligence businesses.

Responsibilities

  • Clean-up and preparation of data to be used in the development, re-training and maintenance of all new and existing analytic methodologies supported by the Analytic Development Group.
  • Undertaking all of the data analysis requested by the quant methodologists.
  • Executing analytic development and training
  • Rigorous validation and/or training of analytic models as needed.
  • Preparing and maintaining documentation supporting all analytics testing, performance evaluation, maintenance, and some development activities.

This position will provide varied research and desktop analytical support and will be working with several different teams (with direct reporting line to one manager and regular liaising with data experts, IT and the other regional ADG teams). Ability to multi-task and progress more than a single research activity at a given time is important, as well as strong desire to learn about all the analytical solutions managed by the ADG team.
  • Ability to perform data analysis, preparation and clean-up tasks.
  • Identify problems on a timely basis (during model development, training, validation, etc) and suggest solution to the wider team.
  • Solve analytical problems and analyze possible solutions using standard procedures and exploiting MatLab and Excel tools.
  • Will work with other seasoned individuals in the team to solve complex issues.
  • Ensure that projects are completed on time, as directed.
Communication and Coordination
This role will interact and coordinate with other individuals in groups across S&P Global Market Intelligence and S&P Global, that provide data which will be further prepared by this position to support quant analysts in the development and maintenance of analytic methodologies supported by the Analytic Development Group.
This role will also tackle analytic questions by current and perspective clients, and may be asked to interact with Sales and Application Specialists, to support analytic models sale process.

Supervision/Coaching
This role may entail supervision, training and coaching of junior resources (subject to headcount availability), for the preparation and analysis of data needed for the validation of existing models or development of new models.

  • Effective internal communications, with Information Technology (IT) team and Product Management (PM) team, supporting validation of model outputs generated by IT prior to model inception in the market, and highlighting any issues identified in model outputs validation.
  • Ability to spot problems and propose processes, or automate repetitive tasks.

DIMENSIONS:
  • This position will support projects and efforts to develop and maintain the whole range of analytics and analytic solutions that help support the generation of several million USD in annual revenue globally for S&P Global Market Intelligence.

KNOWLEDGE & EXPERIENCE:
  • Bachelor's degree with good knowledge of mathematics and statistics is a pre-requisite.
  • PhD in analytic discipline (math, physics, finance, economics, engineering, etc) or second MSc in Computer Science and Modelling preferred
  • Typically 3 yrs. relevant modelling experience; with ability to develop credit risk models (Probability of default, PD, loss given default, LGD, on Corporate companies - wholesale).
  • Excellent MatLab Skills, good Excel skills with functions are a must; knowledge of VBA and Access advantageous but not required; knowledge of SQL is a plus.
  • Strong data analysis and data management capabilities.
  • Understanding of accounting and/or risk management concepts preferred.
  • Strong verbal and written communication skills (presentational, active listening).
  • 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.


    Open date 11th June 2018
    Closing Date 11th July 2018
    Salary - Competitive plus bonus