Experienced Analyst - Stress Test Models - SCF HQ

Santander USA; Boadilla del Monte; Presencial; EUR 40.000 - 60.000; Jornada completa

Descripción de la vacante

A leading financial institution is seeking an Experienced Analyst in Stress Test Models to join their Boadilla del Monte office. You will develop, monitor, and maintain risk models while participating in digital transformation projects. Candidates should have 2-3 years of experience in stress test modelling, a strong programming background, and be fluent in English. This role promises professional growth within a dynamic team.

Formación

• 2 - 3 years’ experience in Stress Test modelling.

Responsabilidades

• Develop and monitor risk models for Stress Test.
• Execute and support monitoring reports, analyzing results.
• Maintain risk models through recalibration and adjustments.
• Ensure compliance with governance processes and recommendations.
• Participate in projects related to digital transformation strategy.

Conocimientos

Stress Test modelling knowledge

Team work

Programming skills (Python, SAS)

Fluent English (C1)

Educación

Mathematics

Statistics

Engineering

Physics

Economics

Master in Quantitative Finance

Descripción del empleo

Experienced Analyst - Stress Test Models - SCF HQ Country: Spain

SCF Headquarters is looking for an analyst in Stress Test models based in our Boadilla del Monte office.

WHY YOU SHOULD CONSIDER THIS OPPORTUNITY

At Santander (www.santander.com) we are key players in the transformation of the financial sector. Do you want to join us?

Santander Consumer Finance focuses on business development related to consumer finance products, sales channels and commercial agreements with dealers, vehicle manufacturers or retail distribution establishments, as well as commercial functions associated with direct sales (branches, call centers or digital channels) and indirect sales (through third parties) of consumer finance products.

Santander is proud of being an organization where there are equal opportunities regardless of gender identity, culture and disability. Our mission is to contribute to help more people and business prosper.

WHAT YOU WILL BE DOING

As an experienced analyst, you will develop and monitoring of models, with a focus on Stress Test models, for the countries within Santander Consumer Finance's scope. We need someone like you to help us in different fronts:

1. Development of risk models (stress test, capital and provisions) plan and execute models workplans agreed with different sponsors; develop models according to internal standards and guidelines, different sponsors needs and regulatory requirements, subject to data availability and data Quality; document and deliver the materials according to internal Group/local standards; etc.
2. Monitoring of risk models performance and report: execute and/or support the execution of monitoring reports; analyse the results of the monitoring on a proper and timely manner, proposing the actions which are needed in each case.
3. Maintenance of Risk models: assure an adequate maintenance of models in force executing the actions which are needed in each case (recalibrate, adjust, time window updates, etc) according to the results of the models monitoring, internal standards and different sponsors needs.
4. Governance of risk models: accompany the governance processes and supervisory exercises (Internal Validation, Internal Audit, ECB/NCAs), assuring that the recommendations/obligations related to the development and maintenance of models are met on a proper and timely manner.
5. Transformation and evolution projects: participate and/or sponsor local and global projects related to the digital transformation strategy in SCF (Data as a Service, migrations to new platforms, bottom up approaches in stress models, industrialization/automation, etc).

EXPERIENCE

2 - 3 years’ experience in Stress Test modelling

EDUCATION

• Mathematics, Statistics, Engineering, Physics, Economics.
• Master in Quantitative Finance or similar

SKILLS & KNOWLEDGE

• Knowledge on Stress Test modelling and regulation.
• Team work; multicultural environments
• High level of programming skills in different languages (Python and SAS)
• Fluent English (C1), spoken and written.