Director, Quantitative Modeling
- Beijing, Beijing Shi, China
- Not specified
- S&P Global
- 22 May 19
Director, Quantitative Modeling
The Role: Director, Quantitative Modeling
The Location: Beijing/Shanghai, China
The Analytic Development Group (ADG) 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 (Corporates and Small and Medium Enterprises).
The ADG develops the statistical models that power the Credit Analytics products/offering, within one of the fastest-growing businesses of S&P Global Market Intelligence. Our client base includes large corporations, banks and insurance companies.
ADG is currently supporting a highly strategic initiative ("China growth initiative"), to build statistical models and tools to assess credit risk of Chinese companies, using advanced regression techniques and other machine learning capabilities, on structured and unstructured big datasets.
The team also provides analytic support to Sales Team and current clients, and is engaged in regular market outreach activities (in coordination with other teams) to incorporate external feedback into our models or to create new tools that enable clients to make decisions with conviction.
What's in it for you:
- Build your "dream team" of highly skilled individuals and gain high visibility by leading analytic efforts within a strategically important initiative.
- Develop the next generation of credit risk models for the Chinese market.
- Interact on a daily basis within a matrixed organization, including Product Managers, Product Specialists, Business Developers, Information Technologists, Innovators, adapting your language to your audience.
- Influence and steer the analytic development roadmap, bringing in client feedback and helping developing differentiated and innovative products.
- Establish yourself as a recognized subject-matter expert, honing your communication style and flexing it according to your audience.
- R&D on new datasets provided by local Chinese vendors
- Design of next-generation of statistical models to assess credit risk, using advanced statistical and machine learning techniques
- End-to-end analytic model development (data gathering, cleansing, model training, etc)
- Technical Documentation
- Production of collateral material to support Product Management team and go-to-market activities (White papers, blogs, etc)
- Training to Product Specialists and Sales, to enable effective positioning of how our products differentiate vs our competitors
- Analytic support on technical questions by current clients and perspective clients, gaining market intelligence, incorporating feedback into models and solving actual client pain-points
- Lead the team and perform quality assurance / oversight of other team members
What We're Looking For:
- 5 years relevant work experience (modelling PD, LGD of SMEs and Corporates; building macro-econometric models, etc)
- Excellent knowledge of Matlab and/or Python
- Good knowledge of Excel with functions
- Experience handling BIG datasets (structured and unstructured)
- Top Master-level degree from reputable university in Financial Modelling, Finance, Economics, Statistics, Physics
- Good English command (both verbal and written)
- Excellent knowledge of Chinese Mandarin
- Cantonese knowledge is a plus
- PhD (Physics, Statistics, Mathematics, Engineering)
- CFA, FRM qualifications
- Excel with VBA; Python, R