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Job Description
Join Santander as a VP Market Risk Quantitative Analyst and leverage your expertise in quantitative finance to enhance risk management practices. Collaborate with a dynamic team, develop innovative financial solutions, and ensure compliance with regulatory standards while driving your professional growth in a supportive environment.
Key Responsibilities
Conduct qualitative and quantitative assessments of risk models
Perform independent testing of model assumptions
Utilize statistical and machine learning techniques for model validation
Develop, test, and enhance risk analytics frameworks
Collaborate with stakeholders and communicate validation results
Required Qualifications
Master's or Ph.D. in a quantitative field (Finance, Physics, Mathematics, Statistics, Computer Science, Quantitative Finance)
5+ years of working experience with 3+ years in trading market risk model development/validation
Experience with pricing and risk models for fixed income products
Deep understanding of market risk measures and regulatory rules
Strong analytical skills
Excellent documentation skills
Preferred Qualifications
Experience with Python, R, MATLAB, SQL
Knowledge of vendors such as PolyPaths, Numerix, Bloomberg, Murex