JobDescription : TheRole: The Model Review Analyst role is concerned primarily with transparency, controls & quality and continuous improvement. The analyst ensures effective model risk management and governance for all S&P Global Platts models.
Grade ( relevant for internal applicants only ): 9 / 10
The Location: Denver or London
The Team: The Model Review Analyst reports to the (London based) head of Quality and Model Governance within Business Controls and Quality. The team is part of the "first line of defense" in ensuring the quality of S&P Global Platts commodity market benchmark price assessments and analytics models. The role interacts and communicates with analysts across all commodities in S&P Global Platts, thus, the analyst should be outgoing with solid people skills, and the personality to manage unexpected challenges. The analyst should also have a fun, curious mind.
The Impact: Good model governance minimizes the risk of human error and promotes cohesiveness across all Platts analytics teams - delivering world class analytics. The team embodies the mantra: "good governance is good business."
What's in it for you: The Model Review Analyst will gain exposure to all S&P Global Platts analytic models across all commodity sectors. Career opportunities are broad for strong quantitative skills, data science and knowledge of commodity markets; a future in quantitative analysis across all S&P Global divisions, further development in business risk and controls and, further afield, commodity and financial risk management. Opportunities are truly global.
Responsibilities: Delivering model reviews under the banners of "Conceptual Soundness" and "Completeness & Accuracy of Code".
"Conceptual Soundness" examines
model context and assumptions
methodology, data, variables and model documentation
modeling concepts and comparisons to alternative theories/paradigms
qualitative & expert judgement; and
"Completeness & Accuracy of Code" looks at
The construction of the model, including programming standards and structure, algorithmic implementation and formulae and automated processes
User Acceptance Testing and code reviews; and model maintenance and sunset/retirement procedures.
What We're Looking For: A keen quantitative mind, with extensive statistical and mathematical background. Good communication and presentation skills (written and verbal). Inquisitive, problem solver and high-energy. Basic Qualifications:
Knowledge of advanced statistics, mathematics, econometrics, and programming, particularly Matlab, SQL, and Python.
BS in Physics, Mathematics, Quantitative Economics/Econometrics, Engineering, and/or related field of study.
MS degree preferred.
Knowledge/exposure to the energy industry.
Model risk management/model governance experience.
Internal Number: 5465369
About S&P Global
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