Quantitative Analyst II
AffirmSalary not specified
Full Time
Mid-level (3 to 4 years)
Analyst, Index Development - Fixed Income Indices at S&P Global
New York, New York, United States
Not SpecifiedCompensation
Junior (1 to 2 years), Mid-level (3 to 4 years)Experience Level
Full TimeJob Type
UnknownVisa
Financial ServicesIndustries
Requirements
- Bachelor’s degree in Finance, Economics, Mathematics, Computer Science, or related field
- 5+ years of relevant experience, preferably in index development, fixed income research, or quantitative strategy
- Strong working knowledge of fixed income markets (credit, rates, sovereign debt, corporates, Munis, structured products)
- Advanced proficiency in Python, SQL, and Excel for quantitative research and data analysis
- Experience with large and complex financial datasets (e.g., Bloomberg, Refinitiv, ICE, S&P)
- Ability to manage multiple projects under tight deadlines with accuracy and attention to detail
- Excellent communication and documentation skills, with strong collaborative orientation
- Proven problem-solving abilities and the ability to adapt to evolving requirements
- Master's degree (Finance, Economics, Data Science, or related field) strongly preferred
Responsibilities
- Collaborating with Product, R&D, and Operations to design, test, and launch new fixed income indices
- Conducting rigorous index back-tests to validate methodologies, stress test outcomes, and optimize strategies
- Working with large datasets from multiple vendors and internal systems, ensuring data integrity, quality, and completeness
- Translating complex index methodologies into Python- and SQL-based workflows to simulate and validate index performance
- Partnering with operations to ensure seamless handover of indices into production, maintaining high accuracy and timeliness
- Preparing high-quality documentation and presentations for Index Committees and internal stakeholders
- Managing multiple projects simultaneously, balancing deadlines, risks, and cross-team dependencies
- Developing tools, automation, and analytics to improve workflow efficiency and back testing capabilities
- Serving as a subject matter expert for fixed income markets, contributing research and ideas for innovative indices
- Upholding discipline, organization, and proactive communication in a high-stakes, client-impacting environment
Skills
Python
SQL
Fixed Income
Quantitative Analysis
Back-testing
Index Development
Data Engineering
S&P Global
Provides financial information and analytics services
About S&P Global
S&P Global provides financial information and analytics to a wide range of clients, including investors, corporations, and governments. The company offers services such as credit ratings, market intelligence, and indices, which help clients understand and navigate the global financial market. S&P Global's products work by utilizing advanced data analytics and research to deliver insights that assist clients in making informed decisions and managing risks. Unlike many competitors, S&P Global has a diverse range of divisions, including S&P Global Ratings and S&P Dow Jones Indices, which allows it to cater to various financial needs. The company's goal is to support clients in driving growth while also committing to corporate responsibility and positive societal impact.
New York City, New YorkHeadquarters
1917Year Founded
IPOCompany Stage
Data & Analytics, Financial ServicesIndustries
10,001+Employees