Quantitative Analytics Manager

Job Description

We help our customers at the moments that matter most and champion businesses to help them to grow sustainably. Thats why were building a community to be a digital bank with a human touch and deliver an outstanding customer experience living our valuesof Simple, Personal and Fair. This high-profile role sits within our Provisions and Stress Testing Methodology team. Youll be responsible for the development and maintenance of a suite of models that cover both retail and corporate portfolios. Your abilityto continually develop and improve modelling methodologies and standards will make you a key player within the bank. There is also the option to be involved in the day- to-day management of analysts, or instead you may choose to focus on being a technicalspecialist. The difference you will make. Working alongside a team of technical experts through the development and ongoing maintenance of IFRS9 and stress test models using AGILE planning techniques. Inspiring colleagues by sharing knowledge, giving feedbackand supporting innovation. Creating models that meet the needs of our stakeholders by collaborating with them throughout the development process. Setting industry-leading standards for model developments, documentation, monitoring and ongoing model reviews.Being part of a team that continually looks to improve the way we do things. What you will bring. Proven track record and practical skills in model developments (IFRS9, IRB and stress testing methodologies.) Excellent quantitative ability and experience inrelevant mathematical approaches (time series forecasting, scorecards, transition matrices, decision trees.) It would be nice for you to have. Thorough understanding of regulatory / accounting requirements applicable to the area of modelling (IFRS9, stresstesting, IRB) Proficient programming skills to develop risk models and tools (SAS, Python or R) Relevant academic qualification (or equivalent experience) in quantitative subject (mathematics, physics, statistics, econometrics) What else you need to know.Given the recent impact of the Coronavirus outbreak we will be conducting all interviews via telephone or videoconference where possible. At Santander, we each take personal responsibility for managing risk by embracing the I AM Risk framework - to Identify,Assess, Manage and Report risks, and to continuously build a deeper understanding of the risks we face. It is an important part of our culture at Santander and we will provide you with knowledge to help you manage risks in your role. #ThePlaceToBeYourself- Everyday Inclusion at Santander We are committed to making sure all our colleagues feel they belong and are supported to succeed. Our customers come from a wide range of backgrounds, and so do our people, so we welcome applications from across society. Youcan find out more about how were embedding an inclusive culture that encourages our people to bring their full and authentic selves to work on our Inclusion and Belonging page here. How well reward you. Eligible for a discretionary performance-related annualbonus Pension with generous contributions of up to 12.5% from Santander, depending on your own contribution and length of employment with us 30 days holiday plus bank holidays, which increases to 31 days after 5yrs service, with the option to purchase upto 5 contractual days per year £6,000 car allowance per year Company funded individual private medical insurance Voluntary healthcare benefits at discounted rates such as private medical insurance for your family, dental insurance, healthcare cash plan andhealth assessments Benefits supporting you and your family, such as death-in-service benefit, income protection, and voluntary life assurance and critical illness cover Share in Santanders success by investing in our Sharesave and Partnership shares plansFor more information about our wide range of benefits and family friendly policies visit our website. What to do next:- If this sounds like a role youre interested in, then please apply.