Market Risk Associate — Python & Valuation Focus

Santander US; New York (NY); On-site; USD 90,000 - 155,000; Full time

Job summary

Santander seeks a Market Risk Associate to support risk management infrastructure and daily reporting across a broad range of markets. You will analyze risk metrics, assist in valuation of complex securities, and collaborate with trading, finance, operations, and technology teams to implement robust risk controls.

Qualifications include a quantitative degree and 1–4 years in market risk or related fields, with strong Python and Bloomberg/Intex usability.

Qualifications

• Bachelor’s degree in quantitative field, MS preferred.
• 1–4 years of experience in Market Risk, Quantitative Development, or Financial Market Technology.
• Strong knowledge of Python and Excel.
• Solid knowledge of financial products, market risk metrics and valuation techniques.
• Strong reporting, project management and organizational skills.

Responsibilities

• Provide day‑to‑day support of the risk management infrastructure.
• Perform daily risk reporting and performance analysis, including investigation and explanation of material changes.
• Perform ad hoc risk analysis and support senior risk managers.
• Participate in regulatory projects and change management efforts.
• Utilize Python scripting to automate routine tasks and improve monitoring efficiency.
• Engage in valuation of complex securities.
• Support Market Risk governance activities and risk procedures.
• Partner with Trading, Finance, Operations, Tech and other controls to resolve risk issues.

Skills

Market Risk

Quantitative development

Python

Data analysis

Communication

Bloomberg

Education

Bachelor's degree in quantitative discipline

MS in financial mathematics

Tools

Bloomberg Terminal

Intex

Excel

SQL

Job description

Santander seeks a Market Risk Associate to support risk management infrastructure and daily reporting across a broad range of markets. You will analyze risk metrics, assist in valuation of complex securities, and collaborate with trading, finance, operations, and technology teams to implement robust risk controls.

Qualifications include a quantitative degree and 1–4 years in market risk or related fields, with strong Python and Bloomberg/Intex usability.