Market Risk Analytics Associate/ Vp, Corporate & Investment Banking

Details of the offer

Market Risk Analytics Associate/ VP, Corporate & Investment BankingCountry: United States of America Seeking a highly detail-oriented Market Risk Associate/ VP to join our team at Santander US Capital Markets. The ideal candidate shall have extensive knowledge of fixed income markets, be proficient in Python, and possess around 5-10 years of experience. This role involves close collaboration with the trading desk, other risk teams, IT, and primarily focuses on Market Risk analytic. Responsibilities Daily operation on Market Risk data productionProvide day-to-day production support from Market Risk prospective, validate Market Risk assumptions, check data and calculation correctness, validate model assumptionsCollaborate with IT and other support teams to troubleshoot and resolve technical issues. TroubleshootingMonitor risk systems and processes to identify potential issues before they impact business, management, and other internal clients. Project and change managementNew product risk data development and testingRisk system update testing/ backtestingCollaborate with project team, product management, and collaborators on assigned aspects of the project Automation and Process Improvement:Utilize Python scripting (or similar languages) to automate routine tasks and improve the efficiency of the risk monitoring process QualificationsBachelor's degree in a quantitative discipline such as finance, statistic, mathematics, data science, or computer science 5-10 years of experience in Market Risk at banks or similar financial institutionsProficient with Convertible Bonds and EquitiesStrong knowledge and understanding of the structured fixed-income products and equity derivativesExperience on buildouts and deep understanding of Market Risk metrics such as VaR, SVaR, stress testing, and sensitivity analysis across Fixed Income and Equities.Quant finance knowledge - Bond yield calculation, Mortgage-Backed Securities, VaR, PnL calculationsProficient in Python is a MUSTProficient in database queriesExperience working with market data sources and trading systems such as Bloomberg TerminalExposure to PolyPaths, Intex, Yieldbook, Bloomberg APIFamiliarity with other programming languages or data analysis tools (SQL, VBA)Knowledge of front-office systems and workflowInterest in building financial application and risk systems SkillsStrong understanding of quantitative modelsStrong troubleshooting skillsStrong project, management, and organizational skillsAbility to communicate effectively with peers that may not have quantitative or Market Risk backgroundsExcellent communication and people skills, with the ability to collaborate effectively with stakeholders at all levels.Ability to work independently and manage multiple priorities in a demanding environment Diversity & EEO Statements: At Santander, we value and respect differences in our workforce and strive to increase the diversity of our teams. We actively encourage everyone to apply.Santander is an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, genetics, disability, age, veteran status or any other characteristic protected by law.Working Conditions: Frequent Minimal physical effort such as sitting, standing and walking. Occasional moving and lifting equipment and furniture is required to support onsite and offsite meeting setup and teardown. Physically capable of lifting up to fifty pounds, able to bend, kneel, climb ladders.Employer Rights: Employer Rights: This job description does not list all of the job duties of the job. You may be asked by your supervisors or managers to perform other duties. You may be evaluated in part based upon your performance of the tasks listed in this job description. The employer has the right to revise this job description at any time. This job description is not a contract for employment and either you or the employer may terminate at any time for any reason. The base pay range for this position is posted below and represents the annualized salary range. For hourly positions (non-exempt), the annual range is based on a 40-hour work week. The exact compensation may vary based on skills, experience, training, licensure and certifications and location. Base Pay Range Minimum:$116,250.00 USD Maximum:$200,000.00 USD Primary Location: New York, NY, Madison Ave Corp Other Locations: New York-New York Organization: Santander US Capital Markets LLC


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