Lead, Quantitative Modeling

DESCRIPTION: 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.REQUIREMENTS: Bachelors 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.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)SALARY RANGE: 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 individuals 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: https://spgbenefits.com/benefit-summaries/us. APPLICANTS: Send resume to [email protected], ref #332289 (Lead, Quantitative Modeling).