Senior Risk Analyst, Quantitative Modelling –London – Market Intelligence

  • Competitive
  • London, England, United Kingdom
  • Permanent, Full time
  • S&P Global
  • 11 Aug 17

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 may be asked to supervise work of junior resources (depending on headcount availability), 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. Finally, the role will be required to gain a deep analytic understanding of all models already built by the analytic development group and to tackle analytic questions by current and perspective clients on models already built by the team.

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
  • 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 role will interact and coordinate with other individuals in groups across S&P Global Market Intelligence and S&P that provide data.
  • 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.
  • 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
  • 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.

Required:

  • Bachelor’s degree with good knowledge of mathematics and statistics is a pre-requisite.
  • PhD in analytic discipline preferred (math, physics, finance, economics, engineering, etc)
  • Relevant modelling experience; with ability to develop credit risk models (probability of default –PD–, Loss Given Default –LGD– on Corporate companies – wholesale – and Small and Medium Enterprises –SME–).
  • Excellent MatLab Skills, good Excel skills with functions (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
  • 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.

About S&P Global

S&P Global is a leader in content and analytics for the global capital, commodities, and commercial markets. The company harnesses the power and scope of data from its businesses to create integrated solutions that meet emerging customer needs, acting as a catalyst for growth worldwide.

Our businesses are: S&P Global Ratings, S&P Dow Jones Indices, S&P GMI & Platts.

  • S&P Global Ratings helps investors and market participants measure and mitigate credit risk through credit ratings, research and analytics.
  • Financial professionals turn to S&P GMI for high-value content across all asset classes.
  • Investors use the S&P 500, Dow Jones Industrial Average and thousands of other indices produced by S&P Dow Jones Indices across asset classes to measure and monitor global markets.
  • Traders, risk managers, analysts and industry leaders use Platts' price assessments and insights to enable informed decision-making across energy, petrochemical, metals markets and agriculture markets.