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Job Details
About the Role: Grade Level (for internal use):09 The Role: Quantitative Analyst, derivative pricing focus The Team: The Quantitative Analytics Group (QAG) is a global team of experienced quantitative analysts who support several related derivatives valuation and data businesses within S&P Global Market Intelligence. The team is a dynamic and collaborative group that takes on a broad range of financial engineering and statistical inference problems, always emphasizing the relationship between the theoretical and practical aspects to leverage our diverse data sources and provide best in class business solutions. Responsibilities & Impact: QAG is currently seeking an individual with a strong quantitative background and a passion for financial markets to support the growth of our Portfolio Valuations (PV) business, a global independent valuation service for derivatives and other financial instruments. The successful candidate will work with a diverse global team to build and maintain a new interactive derivative pricing platform based on our existing quantitative libraries, as well as to help maintain and develop this library.
- Partnering with software engineers and product specialists to develop and maintain a new interactive pricing platform.
- Implementation of product specifications into production workflow, primarily through coding in Java.
- Work with operations and product management teams to act as an escalation point for client queries and troubleshooting on existing products.
- Designing, implementing, and testing methodology improvements where necessary.
- Be part of a global team including a strong group of experienced subject matter experts in Toronto.
- Gain an understanding of industry trends and the relationship between theoretical work and business outcomes.
- Exposure to a broad range of problems combining financial pricing models and statistical inference across derivative asset classes.
- Undergraduate degree in a quantitative discipline (Mathematics, Physics, Engineering). Graduate level degree, particularly in financial engineering, is an asset but not a requirement.
- Proficiency and experience in Java, C++ or other object-oriented programming language; Python experience also an asset.
- 1-2 years’ experience working in financial engineering an asset
- Passionate interest in theoretical and practical aspects of financial engineering, particularly in relation to financial derivatives
- Open communicator and team player who values diverse skills and approaches to questions and can communicate the essence of technical concepts to non-technical people
- Creative and tenacious problem solver
- 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.
About the Company
S&P Global
United States
At S&P Global we transform data into Essential Intelligence®, pinpointing risks and opening up possibilities. We Accelerate Progress in the world.... Read more