Details
Posted: 24-Mar-22
Location: New York, New York
Salary: Open
Job Title: Director, Data Science, Index Intelligence
Grade: 13 (Relevant to internal only)
Location: New York
The Director, Data Science, Index Intelligence is a high impact position collaborating with index committees and governance colleagues, as well as operational, commercial, and research groups.
Be a resident authority on a variety of index construction methods ranging from traditional industry classification systems to cutting edge themes using machine learning, artificial intelligence, and natural language processing to determine how AI tools and techniques should be applied to the index construction process.
Inform relevant analytical committees through research, be a voting member on 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.
Responsibilities - Lead analytical oversight of thematic strategy and industry indices by being accountable for major index consultations, methodology revisions, and index committee reporting.
- Lead reviews of underlying construction techniques for thematic indices using machine learning, artificial intelligence, natural language processing, data visualization and other methods.
- Own industry classification methodologies and supporting material.
- 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 industry related thematic indices, including due diligence reviews of external data methodologies. Conduct impact analysis of external data methodology changes and identify ways to enhance oversight.
Basic Qualifications - Undergraduate degree including coursework in finance, economics, mathematics and/or statistics.
- Advanced knowledge in model evaluation, tuning and performance, operationalization and scalability of scientific techniques and establishing decision strategies.
- Hands on experience developing supervised and unsupervised machine learning algorithms (regression, decision trees/random forest, neural networks, feature selection/reduction, clustering, parameter tuning, etc.). Familiarity with reinforcement learning is highly desirable.
- Hands-on experience and strong intellectual grasp of company level information that drives machine learning categorizations of business activities.
- 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 thematic strategy indices.
Preferred Qualifications - Master's Degree in Engineering, Computer Science, Mathematics, Computational Statistics, Operations Research, Machine Learning or related technical fields.
- Knowledge of programming languages such as Python, R, Matlab etc.
- Working knowledge of company fundamental data.
- CFA Charterholder or progress toward CFA Charter.
S&P Dow Jones Indices At S&P Dow Jones Indices, our role can be described in one word: essential. We're the largest global resource for index-based concepts, data and research, and home to iconic financial market indicators, such as the S&P 500(r) and the Dow Jones Industrial Average(r). More assets are invested in products based upon our indices than any other index provider in the world; with over 1,000,000 indices, S&P Dow Jones Indices defines the way people measure and trade the markets. We provide essential intelligence that helps investors identify and capitalize on global opportunities. S&P Dow Jones Indices is a division of S&P Global (NYSE: SPGI), which provides essential intelligence for individuals, companies and governments to make decisions with confidence. For more information, visit
www.spdji.com . S&P Global has a Securities Disclosure and Trading Policy ("the Policy") that seeks to mitigate conflicts of interest by monitoring and placing restrictions on personal securities holding and trading. The Policy is designed to promote compliance with global regulations. In some Divisions, pursuant to the Policy's requirements, candidates at S&P Global may be asked to disclose securities holdings. Some roles may include a trading prohibition and remediation of positions when there is an effective or potential conflict of interest. Employment at S&P Global is contingent upon compliance with the Policy.
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.
The EEO is the Law Poster
http://www.dol.gov/ofccp/regs/compliance/posters/pdf/eeopost.pdf describes discrimination protections under federal law. Please note that S&P Global is a federal contractor, and in keeping with the US Government's federal contractor vaccine mandate, the company plans to require all employees in the US to be fully vaccinated if and when such requirements becomes enforceable. S&P Global will also follow other state and local vaccine requirements which may apply.
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Equal Opportunity Employer
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.
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20 - Professional (EEO-2 Job Categories-United States of America), RESECH202.2 - Middle Professional Tier II (EEO Job Group), SWP Priority - Ratings - (Strategic Workforce Planning)