Executive Director, Market Risk - Securitized Products

santander; España; Presencial; EUR 209.000 - 261.000; Jornada completa

Ventajas ofrecidas por este puesto de trabajo

Santander Benefits

Descripción de la vacante

Santander is seeking a CIB Head of Market Risk for Securitized Products Trading to oversee risk management for US securitized products, including CMOs, RMBS, ABS, and CLOs. The role leads risk governance, policy optimization, and new risk projects in a complex, matrixed environment.

The successful candidate will have a quantitative background, experience with VaR/ES, and strong leadership to advise trading desks on risk mitigation and regulatory capital usage.

Formación

• In-depth understanding of products and trading strategies across agency and non-agency securitized products.
• Strong knowledge of prepayment and valuation methodologies for securitized products.
• Ability to advise trading desks on risk taking/mitigation and capital usage.
• Experience with market risk methodologies (VaR, ES, CCAR, stress testing).
• Solid quantitative skills (statistics, probability) and basic programming (Python).

Responsabilidades

• Market Risk management for securitized products trading in the US.
• Lead for CMBS conduit business and new initiatives.
• Manage risk infrastructure and systems supporting securitized products.
• Coordinate with US and European regulators and governance bodies.
• Lead large risk projects (e.g., FRTB) and implement AI tools.

Conocimientos

Market risk

Securitized products

Leadership

Valuation methodologies

Python

Educación

Bachelor's degree in Business/Finance/Management

Herramientas

Python

Descripción del empleo

Santander is seeking a CIB Head of Market Risk for Securitized Products Trading to oversee risk management for US securitized products, including CMOs, RMBS, ABS, and CLOs. The role leads risk governance, policy optimization, and new risk projects in a complex, matrixed environment.

The successful candidate will have a quantitative background, experience with VaR/ES, and strong leadership to advise trading desks on risk mitigation and regulatory capital usage.