Director

 

Description:


The Team: S&P Global Market Intelligence's Quantamental Research group (external brand) is part of the New Product Development & Research team (internal brand). The team specializes in uncovering new anomalies and differentiated security selection strategies. Integrated quantamental research products enable portfolio managers, quantitative analysts, and researchers to refine and differentiate their strategies to gain insights into new sources of potential alpha.

Leveraging the uniqueness and depth of S&P Global Market Intelligence's combined data and analytics offerings, the research group uncovers new investment insights in their publications and packages research findings into new products.

The Career Opportunity:
You will face interesting challenges and be counted on to creatively determine how best to get your job done. You must value the free exchange of ideas, solicit critical feedback to make your work better, and, above all, find the best solution to the challenge at hand. Along with a keen analytical mind, you are an excellent communicator and writer. Along with technical skills, the ideal candidate will demonstrate strong character, integrity, and respect for others.

Successful candidates will have deep financial market experience with a specific focus on systematic trading strategies and alpha factors for the fixed income market. Prior experience building trading strategies in the corporate debt and CDS market for buyside or prop trading firms preferred. The candidate should have a passion for asset management and risk analysis. In addition, candidates should be able to work well in a team, be highly self-motivated with the ability to execute independently.

The Impact:
The internal aspect of this role includes research and new product development. The successful candidate will propose and test investment hypotheses, document research findings in white papers and package research results into new product.

Responsibilities:
Conduct hands-on, actionable innovative research on systematic fixed income investment strategies using unique data and analytical tools at S&P GMI. Support the go-to-market effort for fixed income factors.

Publish industry leading research in white papers, blogs, research briefs on systematic fixed income trading topics

Present at sponsored and industry events and conduct webinars

Work closely with sales as a subject matter expert, providing proof statements to clients around research.

Job Requirements:

  • 10 years of industry experience with a minimum of 3 years experience

conducting empirical, systematic fixed income research
Master’s degree or Ph.D. in Statistics, Physical Sciences, Finance, or Technology required

  • CFA preferred
  • Expertise in data science preferred.
  • Strong technical and programming skills in one or more high level programming languages such Python, R, C++, MatLab etc. Knowledge of SQL required
  • Deep analytical mindset and understanding of both a quantitative and fundamental investment approach
  • Demonstrable knowledge of statistics and econometrics; as well as capital markets, particularly global corporate bonds and CDS
  • Organized and detail oriented. High degree of comfort with large datasets.
  • Able to establish credibility with clients and fellow team members around investment management ideas.
  • Passion for asset management, capital markets and portfolio risk management
  • Excellent presentation skills
  • Intellectual curiosity and inquisitiveness
  • Ability to conduct investment research within a dynamic, team based culture
  • Ability to explain complex investment concepts in simple terms
  • The candidate will have experience running backtests, creating factors and using coding languages to automate workflows.
  • Prior experience with S&P ClariFI is a plus.

Organization S&P Global
Industry Management Jobs
Occupational Category Director
Job Location Toronto,Canada
Shift Type Morning
Job Type Full Time
Gender No Preference
Career Level Experienced Professional
Experience 10 Years
Posted at 2023-05-26 3:18 am
Expires on 2024-07-20