Quantitative Risk Consultant
Job Summary
About the Role:
Grade Level (for internal use):
08Quantitative Risk Consultant Financial Risk Analytics
Company & Team About Us
S&P Global Financial Risk Analytics (FRA) business continues to innovate and deliver best-in-class risk analytics to clients. Our solution suite includes market risk counterparty credit risk (CCR) valuation adjustments (xVA) and buy-side risk solutions. The solutions cover a broad range of asset classes including equities FX rates inflation fixed income commodities credit and structured products. These products and solutions help clients calculate manage and hedge risks across their portfolios.
We are looking for a Quantitative Risk Consultant to join our Quantitative Modelling team. The team is responsible for supporting our Financial Risk Analytics library that includes:
- Risk Factor Simulation Models
- Cross asset pricing library
- XVA Credit Market and Regulatory Risk Measures
Duties and Responsibilities Your Role
Key responsibilities include:
- Support and enhance the Final Risk Analytics library
- Contribute to software implementation work for client projects
- Collaborate with internal teams and clients in both English and Japanese
- Test validate and maintain methodologies for risk measurement and analysis
- Analyse regulatory updates and assess their impact on our library
Job Requirements About You
You are proactive analytical and comfortable working independently and collaboratively. You should be proficient in at least one programming language such as Python. You will be well-versed in financial derivatives and the current trends in the industry. You will be interacting with other teams and with clients as well in both English and Japanese hence good written and oral communication is essential for this role. You should be able to articulate complex ideas effectively to internal and external audiences.
Required Qualifications:
- Experience in financial derivatives and risk management
- Strong analytical and problem-solving skills
- Programming proficiency preferably Python
- English and Japanese communication ability
Preferred Qualifications:
- Advanced degree in sciences engineering mathematics quantitative finance or a related discipline
- Degree in mathematical finance
- Experience with market risk CCR xVA or buy-side risk
Job Benefits What we offer
- Competitive compensation package
- Opportunity to work with experts in the field and learn from them
- Work with the best of breed technologies
About S&P Global Market Intelligence
At S&P Global Market Intelligence a division of S&P Global we understand the importance of accurate deep and insightful information. Our team of experts delivers unrivaled insights and leading data and technology solutions partnering with customers to expand their perspective operate with confidence andmake decisions with conviction.
For more information visit In It For You
Our Mission:
Advancing Essential Intelligence.
Our People:
Were more than 35000 strong worldwideso were able to understand nuances while having a broad perspective. Our team is driven by curiosity and a shared belief that Essential Intelligence can help build a more prosperous future for us finding new ways to measure sustainability to analyzing energy transition across the supply chain to building workflow solutions that make it easy to tap into insight and apply it. We are changing the way people see things and empowering them to make an impact on the world we live in. Were committed to a more equitable future and to helping our customers find new sustainable ways of doing business. Join us and help create the critical insights that truly make a difference.
Our Values:
Integrity Discovery Partnership
Throughout our history the worlds leading organizations have relied on us for the Essential Intelligence they need to make confident decisions about the road ahead. We start with a foundation of integrity in all we do bring a spirit of discovery to our work and collaborate in close partnership with each other and our customers to achieve shared goals.
Benefits:
We take care of you so you cantake care of business. We care about our people. Thats why we provide everything youand your careerneed to thrive at S&P Global.
Our benefits include:
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: Its 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 awardssmall perks can make a big difference.
For more information on benefits by country visit: Hiring and Opportunity at S&P Global:
At S&P Global we are committed to fostering a connected andengaged workplace where all individuals have access to opportunities based on their skills experience and contributions. Our hiring practices emphasize fairness transparency and merit ensuring that we attract and retain top talent. By valuing different perspectives and promoting a culture of respect and collaboration we drive innovation and power global markets.
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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:Know Your Rights: Workplace discrimination is illegal
Required Experience:
Contract
About Company
We provide Essential Intelligence: a combination of the right data, connected technologies and experts to enable our customers to make decisions with conviction.