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Job Description
Join Santander as a Market Risk VP Quantitative Analyst and leverage your expertise in fixed income quantitative finance. You will assess and enhance risk models, ensuring compliance with regulatory standards while collaborating with diverse teams to drive innovation in financial services.
Key Responsibilities
Conduct qualitative and quantitative assessment of risk models
Perform independent testing of model assumptions
Utilize statistical and machine learning techniques for model validation
Develop and enhance risk analytics frameworks
Collaborate with key stakeholders and ensure regulatory compliance
Required Qualifications
Master's or Ph.D. in a quantitative field
5-7+ years of experience in market risk model development and/or validation
Experience with fixed income products and pricing models
Deep understanding of market risk measures and regulatory rules
Strong analytical skills
Preferred Qualifications
Hands-on experience with Python, R, MATLAB, and SQL
Statistical modeling and machine learning
Experience with vendors like PolyPaths, Numerix, Bloomberg