Senior Quantitative Analyst, Quantitative Modeling at S&P Global

Shanghai, Shanghai, China -

Full Time

Start Date

Immediate

Expiry Date

28 Mar, 26

Salary

0.0

Posted On

29 Dec, 25

Experience

2 year(s) or above

Remote Job

Yes

Telecommute

Yes

Sponsor Visa

Skills

Quantitative Finance, Math, Statistics, Physics, Computer Science, Stochastic Calculus, Probability Theory, Credit Risk Modeling, Python, R, Matlab, Technical Writing, Data Handling, Machine Learning, Analytic Support, Communication, Team Collaboration

Industry

Financial Services

Description

About the Role: Grade Level (for internal use): 11 The Role: Senior Quantitative Analyst, Quantitative Modeling The Location: Shanghai, China The Team: Quantitative Risk Modeling Group (QRM) is an elite, global team of highly skilled and versatile individuals (including PhDs, CFAs, FRMs, economists, statisticians, etc.) who employ advanced machine-learning techniques to develop, maintain and enhance statistical models used by analysts at Corporations and Financial Institutions to automate, speed up and scale the credit risk assessment of multiple asset classes. What’s In it for You: Help building the next generation of credit risk models and supporting important strategic initiatives at S&P Global Market Intelligence. Interact within a matrixed organization, including Product Managers, Product Specialists, Business Developers, Information Technologists, Innovators. Establish yourself as a recognized subject-matter expert, honing your communication style and flexing it according to your audience. Responsibilities: Collection and cleansing of new datasets, development and implementation of quantitative models to estimate default risk based on a variety of data sources Technical Documentation Production of collateral material to support Product Management team and go-to-market activities (White papers, blogs, etc) Analytic support on technical questions by current clients and perspective clients, gaining market intelligence, incorporating feedback into models and solving actual client pain-points Qualifications: Master degree or higher from a reputable university in a quantitative subject (Quantitative Finance, Math, Statistics, Physics, Computer Science, etc.) 2 to 5 years relevant work experience (yield curve building, bond pricing models, PD models, etc.) Solid knowledge of stochastic calculus and probability theory, as well as credit risk modeling Excellent programming skills (Python, R, Matlab, etc.) Experience handling BIG datasets (structured and unstructured) Good technical writing skills (English), to prepare and update technical documents for each model release and/or white papers Excellent command of Chinese mandarin Thoroughly checks soundness of own 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 About S&P Global Market Intelligence At S&P Global Market Intelligence, a division of S&P Global we understand the importance of accurate, deep and insightful information. Our team of experts delivers unrivaled insights and leading data and technology solutions, partnering with customers to expand their perspective, operate with confidence, and make decisions with conviction. For more information, visit www.spglobal.com/marketintelligence. What’s In It For You? Our Mission: Advancing Essential Intelligence. Our People: We're more than 35,000 strong worldwide—so we're able to understand nuances while having a broad perspective. Our team is driven by curiosity and a shared belief that Essential Intelligence can help build a more prosperous future for us all.From finding new ways to measure sustainability to analyzing energy transition across the supply chain to building workflow solutions that make it easy to tap into insight and apply it. We are changing the way people see things and empowering them to make an impact on the world we live in. We’re committed to a more equitable future and to helping our customers find new, sustainable ways of doing business. Join us and help create the critical insights that truly make a difference. Our Values: Integrity, Discovery, Partnership Throughout our history, the world's leading organizations have relied on us for the Essential Intelligence they need to make confident decisions about the road ahead. We start with a foundation of integrity in all we do, bring a spirit of discovery to our work, and collaborate in close partnership with each other and our customers to achieve shared goals. Benefits: We take care of you, so you can take care of business. We care about our people. That’s why we provide everything you—and your career—need to thrive at S&P Global. Our benefits include: Health & Wellness: Health care coverage designed for the mind and body. Flexible Downtime: Generous time off helps keep you energized for your time on. Continuous Learning: Access a wealth of resources to grow your career and learn valuable new skills. Invest in Your Future: Secure your financial future through competitive pay, retirement planning, a continuing education program with a company-matched student loan contribution, and financial wellness programs. Family Friendly Perks: It’s not just about you. S&P Global has perks for your partners and little ones, too, with some best-in class benefits for families. Beyond the Basics: From retail discounts to referral incentive awards—small perks can make a big difference. For more information on benefits by country visit: https://spgbenefits.com/benefit-summaries Global Hiring and Opportunity at S&P Global: At S&P Global, we are committed to fostering a connected and engaged workplace where all individuals have access to opportunities based on their skills, experience, and contributions. Our hiring practices emphasize fairness, transparency, and merit, ensuring that we attract and retain top talent. By valuing different perspectives and promoting a culture of respect and collaboration, we drive innovation and power global markets. Recruitment Fraud Alert: If you receive an email from a spglobalind.com domain or any other regionally based domains, it is a scam and should be reported to reportfraud@spglobal.com. S&P Global never requires any candidate to pay money for job applications, interviews, offer letters, “pre-employment training” or for equipment/delivery of equipment. Stay informed and protect yourself from recruitment fraud by reviewing our guidelines, fraudulent domains, and how to report suspicious activity here. ----------------------------------------------------------- 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. Pay Transparency Nondiscrimination Provision - https://www.dol.gov/sites/dolgov/files/ofccp/pdf/pay-transp_%20English_formattedESQA508c.pdf ----------------------------------------------------------- 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) S&P Global delivers Essential Intelligence® that shapes decision making. We provide the world’s leading organizations with the right data, connected technologies and expertise they need to move ahead. As part of our team, you’ll help solve complex challenges that equip businesses, governments and individuals with the knowledge to adapt to a changing economic landscape.

Responsibilities

The Senior Quantitative Analyst will be responsible for collecting and cleansing datasets, developing and implementing quantitative models to estimate default risk, and producing technical documentation. They will also provide analytic support on technical questions from clients and contribute to collateral material for product management.