Market Risk Associate: Quant Analytics & Automation

Santander Consumer USA Inc.; New York (NY); On-site; USD 90,000 - 155,000; Full time

Benefits offered by this job

Santander Benefits

Job summary

Santander Consumer USA Inc. is seeking a Market Risk Associate to support the risk management infrastructure and perform daily risk reporting for a range of markets including securitized products, rates, credit, equity and convertibles.

The role requires 1–4 years of experience in Market Risk or related fields, strong Python and MS Office skills, and solid knowledge of risk metrics and valuation techniques. Collaboration with Trading, Finance, Operations and Technology is essential.

Qualifications

• Bachelor’s degree in quantitative discipline (preferred).
• MS in financial mathematics preferred.
• 1–4 years of experience in Market Risk, Quantitative Development, or Financial Market Technology.
• Strong knowledge of Microsoft Office and solid Python experience.
• Solid knowledge of financial products, market risk metrics and valuation techniques.
• Strong reporting, project management and organizational skills.
• Solid quantitative skills.
• Strong analytical curiosity, communication skills and ability to independently investigate problems.

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 risk monitoring efficiency.
• Engage in valuation of complex securities.
• Support Market Risk governance activities from limit monitoring to risk procedures and control frameworks.
• Partner with Trading, Finance, Operations, Technology and other control functions to resolve risk issues and implement solutions.

Skills

Python

MS Office

Financial products knowledge

Risk metrics

Valuation techniques

Reporting

Project management

Analytical skills

Communication skills

Education

Bachelor’s degree in quantitative discipline

MS in financial mathematics

Tools

Bloomberg

Intex

Job description

Santander Consumer USA Inc. is seeking a Market Risk Associate to support the risk management infrastructure and perform daily risk reporting for a range of markets including securitized products, rates, credit, equity and convertibles.

The role requires 1–4 years of experience in Market Risk or related fields, strong Python and MS Office skills, and solid knowledge of risk metrics and valuation techniques. Collaboration with Trading, Finance, Operations and Technology is essential.