Senior Quantitative Analyst, Quantitative Modeling

S&P Global Market Intelligence

Not specified; not specified; competitive pyy + be...
Not specified
Master degree in quantitative subject
2 to 5 years relevant work experience
Python r matlab programming skills
S&P Global Market Intelligence is seeking a Senior Quantitative Analyst for its Quantitative Risk Modeling Group. The role involves developing advanced statistical models for credit risk assessment, requiring a strong quantitative background and programming skills

Job Summary

  • The role involves developing advanced machine-learning techniques to automate and scale credit risk assessments for financial institutions.
  • Candidates will interact within a matrixed organization including Product Managers and Business Developers to support strategic initiatives.
  • S&P Global Market Intelligence offers competitive pay, retirement planning, and continuous learning resources to help employees thrive.

Matching Summary

Match Score: 85

S&P Global Market Intelligence is seeking a Senior Quantitative Analyst for its Quantitative Risk Modeling Group. The role involves developing advanced statistical models for credit risk assessment, requiring a strong quantitative background and programming skills.

Salary

Not specified; Not specified; Competitive pay and benefits included

Skills & Requirements

Must-have

  • Master degree in quantitative subject
  • 2 to 5 years relevant work experience
  • Python R Matlab programming skills
  • Handling big structured unstructured datasets
  • Stochastic calculus and probability theory knowledge
  • Credit risk modeling expertise

Nice-to-have

  • Strong technical writing skills
  • Ability to manage multiple projects
  • Proactive team player mindset
  • Experience with yield curve building
  • Bond pricing models background

Key Requirements

  • Master degree or higher from reputable university
  • 2 to 5 years relevant work experience
  • Excellent programming skills in Python R or Matlab
  • Solid knowledge of stochastic calculus and probability theory

Work Rights

US Candidates Only

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