S&P Global

Senior Analyst, Structured Finance Modeling

S&P Global

full-time

Posted on:

Origin:  • 🇺🇸 United States • New York

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Salary

💰 $100,000 - $118,000 per year

Job Level

Senior

Tech Stack

CloudOraclePythonSQLVBA

About the role

  • 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.

Requirements

  • Bachelor's or post-graduate degree in Financial Engineering, Statistics, Quantitative Finance, Computer Science, Mathematics, Economics or a related field and; 3+ 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++; Exemplary 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.