Research Director, Quantitative Analytics [JOB]

[Andy Nguyen]

Employer: Standard & Poor’s
Job Title: Director
Job location: New York, NY 10041
Compensation: Competitive
Contact info: For immediate consideration, please email your resume to belinda_madera@standardandpoors.com and include Job ID# 16558/QuantNetwork on the subject line

Job description
Standard & Poor’s Quantitative Analytics Research Group is responsible for establishing and maintaining quantitative excellence by developing cutting edge quantitative research, models and applications for internal use and external commercialization. Within the Quantitative Analytics Research Group we are actively seeking to hire a Director of Research.

The Director will take a leadership role in the development and maintenance of quantitative models to support the Ratings and Fixed Income Solutions businesses in New York as well as conduct mathematical and empirical finance research. Research areas include analysis of single obligor conditional probability models (default, rating transition, recovery) over fixed and variable time horizons, interpretation of market and pricing data, and development of credit portfolio models. The selected candidate will be involved in the whole process of model development, including developing a research agenda to support internal and external client needs, model calibration, testing and documentation, assisting in the production-quality model implementation, and writing and presenting research papers. This position requires interaction across a wide range of colleagues and clients to establish priorities and present results, as well as active participation in the Quantitative Analytics Research Group leading committees or task forces.

Qualifications

• Advanced degree in Financial Engineering, Statistics, Mathematics, Physics, or Engineering. A Ph.D. in these areas or another quantitative discipline is highly desirable.
• Minimum 5 years work experience in quantitative finance modeling.
• In-depth knowledge of financial instruments and associated quantitative models. Mathematical and empirical finance research experience in credit modeling and corporate finance is preferred.
• In-depth knowledge of capital markets with an emphasis on credit risk modeling
• Prior experience with data analysis. Knowledge of SQL and experience in databases such as Oracle, Sybase, or Access would be beneficial.
• Advanced quantitative modeling skills including Monte Carlo techniques.
• Excellent programming skills, ideally in SAS, Matlab and/or VBA.
• Excellent communication and interpersonal skills.
• Must be detail oriented; must be a self-starter, able to work independently, able to overcome obstacles, and able to think creatively.

Standard & Poor’s is the world’s premier provider of investment research, market indices, credit ratings, financial data, and fixed income research and analysis. With more than 10,000 employees and offices in nearly two-dozen countries, S&P is valued by investors and financial decision-makers everywhere for its analytical independence, market expertise and thought leadership. For 150 years Standard & Poor’s has been an integral part of the global economic infrastructure. Its operations provide essential information to nearly every segment of the global financial community, creating the tools, analysis and research needed to make informed investment decisions.

http://www.standardandpoors.com
Equal Opportunity Employer.