The Role: Director, Fixed Income & Credit Analytics, Index Intelligence
Grade: 13 (Relevant to internal only)
Location: New York
The Team: The Index Intelligence group provides analytical support to Index Committee members for existing indices and collaborates with SPDJI colleagues in PM & R&D during the new index development process. The Index Intelligence group also engages with external stakeholders by providing index level quantitative analytics during the index consultation process.
The Impact: Indexing is ascendant as clients and stakeholders seek increasingly complex and nuanced benchmarks. Fixed income and credit benchmarks have an established place within index investing and the Director, Fixed Income & Credit Analytics will play a central role in assuring that indices are analytically sound and continue to meet their objectives through time.
What's in it for you:
The Director, Fixed Income and Credit Analytics role is an exciting opportunity to collaborate with index committees and governance colleagues, as well as operational, commercial, and research groups.
Be a voting member of relevant index committees and represent S&P DJI through cross-divisional outreach and networking.
Participate in relevant industry events and collaborate with external experts, bringing their perspectives to index committees and arranging meetings and/or training for index committee members.
Lead analytical oversight of S&P DJI's Fixed income and CDS indices by being accountable for major index consultations, methodology revisions, and index committee reporting.
Oversee and direct reviews of new index methodologies, coordinating with other stakeholders to resolve questions and issues, and challenging the design group when appropriate before launch.
Be a principal resource for index committees by leading committee discussions of potential index methodology changes and public consultations and challenging rebalance results.
Oversee third party data used in the production and maintenance of indices, including due diligence reviews of external data methodologies. Conduct impact analysis of external data methodology changes and identify ways to enhance oversight.
Mentor and supervise credit analyst and provide leadership and guidance to Index committees on Index methodologies.
Undergraduate degree including coursework in finance, economics, mathematics and/or statistics.
Prior experience as a Fixed Income Portfolio Manager, Risk Manager or Strategist.
Prior experience in systematic credit, ETF's, Bonds, CDS, CDX and other Fixed Income instruments.
Experience in analyzing investment risks and identifying potential risk scenarios in fixed income portfolios.
Strong analytical, research and investigative skills, ability to evaluate and assess complex topics and creatively problem-solve.
Demonstrated understanding of indices and their use in financial products.
Excellent written and verbal communication skills and the ability to coordinate work done by multiple people and/or groups. Strong attention to detail and work ethic.
Ability to assume leadership role in coordination with the various groups involved in the development, launch and maintenance of S&P DJI's indices.
Master's or PhD in Finance, Economics, Statistics, Financial Engineering, or related fields.
Atleast 10 years of experience in Fixed Income investment management, risk management or analytics.
Knowledge of programming languages such as Python, R, Matlab etc.
Working knowledge of broad financial markets.
Professional certifications such as FRM or CFA Charterholder.
This role is limited to persons with indefinite right to work in the United States.
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 (link to career site page when available), we are encouraging enthusiastic and talented returners to apply, and will actively support your return to the workplace.
Compensation/Benefits Information (US Applicants Only):
S&P Global states that the anticipated base salary range for this position is $161,600 to $280,000. Base salary ranges may vary by geographic location. In addition to base compensation, this role is eligible for an annual incentive plan.
This role is eligible to receive additional S&P Global benefits. For more information on the benefits we provide to our employees, visit https://www.spgbenefitessentials.com/newhires.
About Company Statement:
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 Dow Jones Indices provides iconic and innovative index solutions, bringing transparency to global capital markets.
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: EEO.Compliance@spglobal.com and your request will be forwarded to the appropriate person.