Quantitative Analyst Director

Job Description

Your Role: The successful candidate will work with other experienced quantitative analysts, developers and product specialists to support and develop models to be used across the business lines mentioned above. In particular, current projects include the development of new pricing models and expanding the functionality of existing models for pricing derivatives, the creation and improvement of market data products for several business lines within the Financial Services division, in particular the Portfolio Valuations team, and the application of advanced analytics to the calculation of Initial Margin (particular ISDA SIMM). The methods used involve both financial modelling and statistical techniques. Key responsibilities: Contribute to improvements on existing models and processes used daily in derivative pricing and/or market data product creation and dissemination. Work with other quantitative analysts, product specialists and developers to develop new models as required by various businesses within the Financial Services division. Exposure to different derivative asset class (fixed income, equity, credit, commodity) in pricing or in risk calculations, or in non-derivative areas (bond pricing and analytics, indices). Your Team: The Quantitative Analytics Group (QAG) supports the entire Financial Services division in IHS Markit and offers expertise on all quantitative issues within the company. Using a broad range of mathematical and statistical techniques in conjunction with technology, we develop many types of models for various businesses such as Portfolio Valuations, CDS Data, Indices, Structured Finance, OTC Derived Data and others. Applications include derivatives valuation, risk calculations, data cleaning algorithms, fair value, scenario analysis, etc. Your expertise: MSc/PhD in a quantitative subject e.g. Math, physics, computer science Knowledge of mathematical finance, stochastic calculus, probability theory, PDEs Familiarity with object oriented programming (eg. Java / C++) Strong problem solving skills High level of attention to detail Its a bonus if you also have: Experience with numerical methods such as Monte Carlo, Finite Differences Knowledge of Python Experience with derivatives pricing models and/or risk models. Familiarity with statistical programming (e.g. R) Inclusion and diversity are critical to the success of IHS Markit, and we actively encourage applications from people of all backgrounds. We are committed to providing equal employment opportunity without regard to race, color, religion, sex, sexual orientation, gender identity, age, national origin, disability, status as a protected veteran, or any other protected category. For more information on the many ways in which we enthusiastically support inclusion and diversity efforts for both candidates and employees, please access our Inclusion & Diversity Statement here . We are proud to provide reasonable accommodations to applicants with disabilities. If you are interested in applying for employment with IHS Markit and need special assistance or an accommodation to use our website or to apply for a position, please contact or call +. Determination on requests for reasonable accommodation are considered on a case-by-case basis. This contact information (email and phone) is intended for application assistance and accommodation requests only. We are unable to accept resumes or provide information about application status through the phone number or email address above. Resumes are only accepted through the online application process, and only qualified candidates will receive consideration and follow-up. IHS Markit maintains a substance-free workplace; employees may be asked to submit to a drug test (where permitted by law). In addition, as a federal contractor in the United States, the company participates in the E-Verify Program to confirm eligibility to work. For information please click on the following links: IHS Markit Business Code of Conduct Right to Work EEO is the Law EEO is the Law Supplement Pay Transparency Current Colleagues If you are currently employed by IHS Markit, please apply internally via the Workday internal careers site.