VP, Market Risk & Data Quality Lead

Santander Consumer USA Inc.; New York (NY); On-site; USD 190,000 - 245,000; Full time

Job summary

Santander Consumer USA Inc. is seeking a Vice President of Market Risk to lead risk analysis, oversee market data quality certification, and ensure accuracy for risk metrics and reporting.

The role requires collaboration across teams to improve efficiency, implement data controls, and support pricing and risk reporting with VBA and Python tools. The candidate should bring extensive experience in risk management across FX, rates, and fixed income products, strong Excel skills, and familiarity

Qualifications

• 9+ years in risk management/controls.
• Experience in valuation of financial products and/or market risk management (FX, Rates, Bonds, Equities, CDS, Convertibles, Fixed Income Structured products).
• Experience with market data and information systems (Bloomberg, Reuters, ICE).
• Development of analysis tools/prototypes for market data feed (VBA or Python).
• Strong Excel and Python required.
• Knowledge of external vendor tools such as Murex and Asset Control a plus.
• Spanish language skills a plus.

Responsibilities

• EOD certification process daily from 3 to 8 PM.
• Morning hours dedicated to market data maintenance and data quality check.
• Perform daily review, maintenance, and certification of market data accuracy.
• Analyze, maintain, and build history for market data proxy used for VAR reporting.
• Review market data and static data configuration in multiple platforms.
• Liaise with multiple teams to implement and resolve market data discrepancies.
• Monitor and manage risk/exposure and compliance with company policies.
• Identify, manage, and report on daily market data process and workflow.
• Quantitative support to participants of market data development process.
• Activities may include quantitative analysis, risk identification and remediation.
• Oversee and ensure development/implementation of short-term projects.
• Organize and implement upgrades in Risk System with support teams and Methodology.
• Perform tests on systems to improve efficiency in reports for risk metrics.

Skills

Risk management

Valuation

Market data knowledge

Excel

Python

VBA

Spanish (nice to have)

Bloomberg

Reuters

Education

Bachelor's degree in Economics/Math/Physics/Engineering

Tools

Bloomberg

Reuters

ICE

Job description

Santander Consumer USA Inc. is seeking a Vice President of Market Risk to lead risk analysis, oversee market data quality certification, and ensure accuracy for risk metrics and reporting.

The role requires collaboration across teams to improve efficiency, implement data controls, and support pricing and risk reporting with VBA and Python tools. The candidate should bring extensive experience in risk management across FX, rates, and fixed income products, strong Excel skills, and familiarity