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Quantitative Analytics Manager S3 Risk

Santander
Job LocationLondon
EducationNot Mentioned
SalaryCompetitive salary
IndustryNot Mentioned
Functional AreaNot Mentioned
Job TypePermanent , full-time

Job Description

Join our community.At Santander were driven by our purpose - to help people and businesses prosper. 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 witha human touch and deliver an outstanding customer experience living our values of Simple, Personal and Fair.Role summary.To support the model risk management, our team performs model risk assessments, checking the data used, theory, implementation, performance and use of the model. Our team produces technical reports and presentations that are presented through governance.In addition, tools and libraries are internally developed.The scope of models is diverse covering: Valuation: Fair Value, FVAs, AVAs, XVAs, Counterparty Credit Risk: PFE, LGD, Initial Margin, Pension Risk: Liability valuation, VaR, Stress test, operational RiskThe difference you will make.

  • Independently validate a wide variety of models following word ethics of the department and meeting deadlines. Develop models, analyse data and performance. Reviewing and producing technical documentation.
  • Keeping an eye on latest regulation, modelling approaches, techniques and tools. Ensuring adherence to relevant regulation, company policies and guidelines.
  • Monitoring model deficiencies, issuing and managing recommendations to address them.
  • Being proactive in management of model risk, getting involved in the review of new initiatives that might involve models.
  • Coaching and/or managing analysts within the team. Present work performed to different stakeholders.
What you will bring.
  • Strong technical background: including developing, modelling, validation, testing skills, knowledge of markets and financial products.
  • Collaborative ethos: being familiar with source control, peer reviews, knowledge sharing.
It would be nice for you to have.
  • Advance knowledge of Python, and some other programming languages.
  • Producing technical documentation with LaTeX
  • Working knowledge of gitlab or github.
  • Being familiar with Docker
What else you need to know.Given the recent impact of the Coronavirus outbreak we will be conducting all interviews via telephone or video-conference where possible.This role is currently London office based/Home based until corona virus restrictions are liftedAt 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 ourculture at Santander and we will provide you with knowledge to help you manage risks in your role.#ThePlaceToBeYourself - Everyday Inclusion at SantanderWe 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.You can 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.As well as a competitive salary, youll enjoy a benefits package that you can tailor to your needs.
  • Eligible for a discretionary performance-related annual bonus
  • 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 up to 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 and health 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 plans
For 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.

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