Lead, Quantitative Modeling

About the Role:

Grade Level (for internal use): 12 Company Name:
Standard & Poor's Financial Services LLC

Job Title:

Lead, Quantitative Modeling

Location:

55 Water Street, New York, NY 10041 (Hybrid work schedule. On days not in office, telecommuting permitted within normal commuting distance of New York, NY office)

Standard & Poor's Financial Services LLC seeks a Lead, Quantitative Modeling who will develop models and provide quantitative analysis to enable our analysts to continually produce high quality and transparent credit analysis. Responsible for a vast portfolio of criteria and models spanning Asset-backed securities (ABS), Residential Mortgage-Backed Security (RMBS), Commercial Mortgage-Backed Securities (CMBS), and Structured Credit, including Collateralized Loan Obligations (CLOs) to help global analysts produce independent credit ratings covering Structured Finance securitizations.

Work closely with Model and Criteria Subject Matter Experts (SMEs) responsible for developing, maintaining, and delivering a growing portfolio of cutting-edge quantitative tools. Provide quantitative analysis and research to grow our relevance in an evolving market by synthesizing, analyzing, and deriving value from datasets, developing and delivering innovative analytic solutions and tools, and helping to build data analytics capabilities across Methodologies.

• Bachelor’s degree in Finance, including Quantitative and Computational Finance, Mathematics, or a related quantitative or financial field, plus two (2) years of experience in finance or a related occupation.
• Two (2) years of experience must include:
  Excel/ Visual Basic for Applications (VBA), Python and C++ programming languages;
  Utilizing R language;
  Knowledge of capital markets and financial instruments;
  Utilizing SQL and databases such as Oracle, Sybase, or Access;
  Statistical and numerical analytics;
  Analyzing large datasets;
  Designing quantitative solutions to enhance model effectiveness and robustness;
  Performing rigorous back-testing and validation of quantitative models to ensure accuracy and alignment with regulatory and organizational standards.

The anticipated base salary range for this position is $175,728 to $212,975. Final base salary for this role will be based on the individual’s geographic location, as well as experience level, skill set, training, licenses & certifications. In addition to base compensation, this role is eligible for an annual incentive plan. Standard & Poor's Financial Services LLC is part of S&P Global and this role is eligible to receive additional S&P Global benefits.

For more information on the benefits we provide to our employees, please see:

At S&P Global Ratings, our analyst-driven credit ratings, research, and sustainable finance opinions provide critical insights that are essential to translating complexity into clarity so market participants can uncover opportunities and make decisions with conviction. By bringing transparency to the market through high-quality independent opinions on creditworthiness, we enable growth across a wide variety of organizations, including businesses, governments, and institutions.

S&P Global Ratings is a division of S&P Global (NYSE: SPGI). S&P Global is the world’s foremost provider of credit ratings, benchmarks, analytics and workflow solutions in the global capital, commodity and automotive markets. With every one of our offerings, we help many of the world’s leading organizations navigate the economic landscape so they can plan for tomorrow, today.

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