PolyPath Market Risk Specialist: Python/Java, Fixed Income

Santander Consumer USA Inc.; New York (NY); On-site; USD 145,000 - 180,000; Full time

Job summary

Santander Consumer USA Inc. is seeking an experienced PolyPath Market Risk Specialist to support pricing, valuation, and risk activities within a large banking or capital markets environment.

Deep PolyPath expertise, strong Python/Java skills, and solid knowledge of fixed income products are essential. The role requires collaboration with front office, risk, finance, and technology teams to enhance risk analytics, risk models, and valuation workflows.

Qualifications

• Expert-level knowledge of PolyPath.
• Strong experience in market risk, preferably within banking or capital markets.
• Strong programming skills in Python and Java.
• Solid understanding of fixed income products, pricing, valuation, and risk analytics.
• Experience supporting risk models, valuation tools, pricing engines, or market risk platforms.

Responsibilities

• Support and enhance PolyPath platform capabilities used for pricing, valuation, trading, and market risk workflows.
• Partner with business, risk, model, and technology teams to translate market risk and fixed income requirements into technical solutions.
• Support market risk processes including sensitivities, stress testing, scenario analysis, VaR, pricing, and valuation workflows.
• Work with fixed income and structured products (e.g., MBS, CMO, ABS) and other securitized instruments.
• Develop, enhance, and troubleshoot applications, scripts, and integration components using Python and Java.
• Support pricing pipelines, risk data flows, and valuation processes within the PolyPath ecosystem.
• Analyze system issues, data discrepancies, and production incidents related to PolyPath and downstream risk systems.
• Collaborate across front office, risk, finance, infrastructure, and application development teams to ensure timely risk analytics delivery.

Skills

PolyPath

Python

Java

Market risk

Fixed income

Securitized products

Education

Bachelor’s Degree

Master's Degree

Job description

Santander Consumer USA Inc. is seeking an experienced PolyPath Market Risk Specialist to support pricing, valuation, and risk activities within a large banking or capital markets environment.

Deep PolyPath expertise, strong Python/Java skills, and solid knowledge of fixed income products are essential. The role requires collaboration with front office, risk, finance, and technology teams to enhance risk analytics, risk models, and valuation workflows.