Responsibilities

:

  • Working on the quantitative, analytical, and technological development of derivatives valuation models across asset classes with a focus on risk sensitivity and margin calculation
  • Providing on-going product support for our Global Product Service team and clients on any issues relating to risk sensitivity and margin calculations including the coordination of client trials, addressing queries, resolving price challenges, and any other general support
  • Enhancing existing models or specifying / building / testing models to support new products
  • Ensuring the quality and reliability of market data inputs and calibrations
  • Working closely with other product groups and the global sales team in order to participate in driving new business and identifying product opportunities
  • What We’re Looking For:

  • Undergraduate or Master’s degree in a quantitative discipline Physics, Statistics, Mathematics and Economics)
  • Strong analytical, quantitative, and problem-solving skills are essential
  • Proven track record in pricing financial derivatives with calibration to the traded markets is desirable
  • Excellent data analysis skill and proficiency in programming languages such as Python, Java and C++ are preferrable
  • Proficiency in Excel (including VBA) is essential
  • Strong attention to detail, both numerically and in written material
  • Willingness to be hands-on in dealing with requests, issues and queries relating to client valuations, analytics, and market data
  • Ability to communicate complex issues both verbally and in writing, with a wide range of audience around the globe
  • Direct client-facing experience is desirable
  • Ability to work well within a global team environment alongside other product analysts, quants, and developers
  • Good interpersonal skills and ability to manage stakeholder relationships
  • Flexible Working (optional)
    We pride ourselves on our agility and diversity, and we welcome requests to work flexibly. For most roles, flexible hours and/or an element of remote working are usually possible. Please talk to us at interview about the type of arrangement that is best for you. We will always try to be adaptable wherever we can.

    Return to Work
    Have you taken time out for caring responsibilities and are now looking to return to work? As part of our Return to Work initiative, we are encouraging enthusiastic and talented returners to apply, and will actively support your return to the workplace.

    Grade/Level (relevant for internal applicants only): 5
    The Location: London, UK

    S&P Global delivers essential intelligence that powers decision making. We provide the world’s leading organizations with the right data, connected technologies and expertise they need to move ahead. As part of our team, you’ll help solve complex challenges that equip businesses, governments and individuals with the knowledge to adapt to a changing economic landscape.

    S&P Global Market Intelligence partners with customers to broaden their perspective and operate with confidence by bringing them leading data sources and technologies that embed insight in their daily work.
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    Equal Opportunity Employer:

    S&P Global is an equal opportunity employer and all qualified candidates will receive consideration for employment without regard to race/ethnicity, color, religion, sex, sexual orientation, gender identity, national origin, age, disability, marital status, military veteran status, unemployment status, or any other status protected by law. Only electronic job submissions will be considered for employment.

    If you need an accommodation during the application process due to a disability, please send an email to: and your request will be forwarded to the appropriate person.

    US Candidates Only:
    The EEO is the Law Poster describes discrimination protections under federal law.
    Job ID R28297