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Job Description
Join Santander as a Market Risk VP Quantitative Analyst, where you'll leverage your expertise in quantitative finance and risk modeling to support our Market Risk team. This role offers the opportunity to engage with stakeholders, develop risk analytics frameworks, and ensure regulatory compliance in a dynamic financial environment.
Key Responsibilities
Conduct qualitative and quantitative assessment of risk models
Perform independent testing of model assumptions
Utilize statistical and machine learning techniques to analyze model risks
Develop, test, and enhance risk analytics frameworks
Collaborate with key stakeholders and communicate validation results
Required Qualifications
Master's or Ph.D. in a quantitative field such as Finance, Physics, Mathematics, Business, Engineering or a related discipline
5-7+ years of experience in market risk model development and/or validation within the financial services industry
Experience with pricing and risk models for fixed income products
Deep understanding of market risk measures and regulatory rules
Strong analytical skills
Preferred Qualifications
Hands-on experience with Python, R, MATLAB, and SQL
Experience with vendors such as PolyPaths, Numerix, Bloomberg