Santander Bank

Position Title/Short Description

Full Text of JOE Listing:

Risk is present in all of Santander’s activities and effective Risk Management is a critical component of the Bank’s success. Through application of the Bank’s Risk Framework and the continuous identification and assessment of risk, Santander seeks to ensure that all our businesses operate inside of clearly established limits, are able to proactively quantify exposures, and take corrective action when required.

Responsibilities:
• As part of a team you will be responsible for developing, delivering, signing-off and supporting advanced, regulatory-compliant credit models, including, Probability of Default (PD) and Ratings, Loss Given Default (LGD), Exposure at Default (EAD)
• From a broader viewpoint, the role function and its related responsibilities are key to support the banks management as well as the regulatory capital/provisions requirements
• On a more management oriented side these models constitute the basis for the optimization of economic capital and the management of portfolio risk adjusted performance measures

Qualifications:
• Masters Degree and/or Doctor of Philosophy (PhD) in Economics, Statistics, Electrical Engineering, Computer Science, Mathematics, or Finance
• Between 2-3 years of experience

Apply at: https://jobs.santanderbank.com/job/boston/ccar-sr-quant-risk-analyst/1771/6269261
An Equal Opportunity Employer M/F/Vet/Disabled/SO