Quantitative Analytics Manager - Securitisation

Job Description

Why apply for this role As a responsible bank, were committed to managing our risks. We are seeking an experienced Model Validation Quantitative Analytics Manager to provide subject matter expertise across securitisation. Youll focus on performing andmanaging the validation of securitisation (ABS, MBS, Auto Loan, CLO etc) models and submission to model approval committee. Youll be the point of contact providing specialist reviews for Santander UK and Group. What youll be doing Using your quantitativerisk experience to continually improve risk management tools and techniques, with a focus on the Securitisation models Reviewing technical documentation describing model development and validation, whilst assessing adherence to the relevant regulatory environmentEnsuring the models are fit for purpose in accordance with company strategy, aims and presenting validation findings to approval committees Contributing toward the continuous improvement in efficiency and effectiveness of team processes Providing Model Riskexpertise to key stakeholders, both within and outside of Risk Being up to date with the latest industry practices and regulations and the consequences of changes What were looking for Degree education in a quantitative field such as Maths, statistics, datascience etc or postgraduate qualification/PHD would be advantageous Previous Securitisation markets experience including market drivers and pricing approaches with a strong knowledge of the practices from portfolio management or securities valuations Workingknowledge of Python and Matlab is a benefit. Knowledge of SQL, VBA, R, SAS, C++, Latex, git or any other programming language will be advantageous Track record of successful delivery in validation of modelling role and experience of interpreting and writingtechnical documentation Excellent presentation and communication skills; able to work independently 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 wherepossible. 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, with the option to purchase up to 5 contractual days per year £6,000 car allowance per year Company funded individual private medical insurance Voluntaryhealthcare 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 voluntarylife 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. Why Santander At Santander,with only a small action or a simple idea, you can achieve great things. You can improve the daily life of more than 140 million people. You can collaborate with a friendly team of more than 200,000 employees. It doesnt stop there. Youll also be part ofa vibrant organisation thats been reinventing itself for more than 160 years. One that invests millions of pounds in training its people every year. One that helps more than 2 million people every year with social programmes. We call it #TheSantanderEffect.Equal Opportunities Santander are an equal opportunities employer. When we talk about diversity, we dont just want to pay lip service. Our customers come from a wide range of backgrounds, and so do our people. Its important to us that we create an inclusiveculture where everyone counts. For more information on our commitment to equal opportunities, please visit our diversity page here. What to do next If this sounds like a role youre interested in, then please apply on the link below. Due to high volume ofapplications we may need to close this role earlier than the advertised date, so recommend submitting an application as soon as possible.