Job Description
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Client :
BANCO SANTANDER S.A.
Location : Spain
Job Category : Other
EU work permit required :
Job Reference :
247036826413223116832460
Job Views : Posted :
31.03.2025
Expiry Date : 15.05.2025
Job Description
WHAT YOU WILL BE DOING :
SCIB MARKET RISK is seeking a RISK ANALYST based in our BOADILLA DEL MONTE office.
Santander Corporate & Investment Banking (SCIB) is Santander's global division supporting complex corporate and institutional clients with tailored services and wholesale products. Santander values diversity and equal opportunity, fostering an inclusive environment. Our mission is to help people and businesses prosper through a strong risk culture, where all professionals proactively manage risk.
As a Risk Analyst, your responsibilities will include:
* Monitoring Market Risk metrics (IR, FX, CR, EQ) within the Internal Risk and Performance Model environment, following Group standards.
* Participating in departmental projects addressing technical, methodological, and regulatory issues.
* Collaborating with various business and support areas within the bank.
* Conducting Market Risk sensitivities analysis across asset classes.
* Performing VaR and SVaR analyses.
* Analyzing Market Risk Regulatory capital and reporting.
* Assessing new product implementations under the internal market risk model.
* Evaluating the impact of new operations on limits and regulatory capital consumption.
* Conducting backtesting and VaR contrast measures.
* Implementing improvements to the Market Risk internal model.
* Preparing weekly/monthly committee reports on new limit proposals.
* Monitoring market risk limits and reporting overshoots.
* Participating in regulatory surveys such as FRTB, QIS under FRTBSA, and Basel 2.5 Internal Model.
* Contributing to EBA Benchmarking exercises.
* Supporting audits, including external, internal, validation, and regulatory reviews (ECB, BdE).
Experience Required:
Knowledge of Treasury markets, financial products, and Market Risk sensitivities. Familiarity with Murex, Market Risk circuits, and programming in Python/R is advantageous.
Educational Background:
Degree in Economics, Mathematics, Statistics, Physics, Computer Engineering, or Actuarial Sciences. A Master's in quantitative finance, FRM, or similar is a plus.
Skills & Knowledge:
* Proficiency in Excel, Access, PowerPoint, Word
* Knowledge of R+, Python
* Experience with PowerBI
Participate in risk management system controls to minimize market risk and ensure procedures are followed within the organization.
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