Model Validation

hace 1 mes


Boadilla del Monte, España Santander A tiempo completo

Model Validation - Pricing Data Analytics & Models SpecialistCountry: SpainBanco Santander is looking for a Model Validation - Pricing Data Analytics & Models Specialist, based in our Boadilla del Monte office.WHY YOU SHOULD CONSIDER THIS OPPORTUNITYAt Santander, we are key players in the transformation of the financial sector. Do you want to join us? Credit Risk, Interest Rate Risk, liquidity risk, operational risk, reputational risk. There are many types of risks, that's why analysis and quantification are key for our purpose of being a Simple, Personal, and Fair bank. Working on risks means doing it from a management perspective that contributes to the sustainable progress of people and companies. Santander is proud of being an organization where there are equal opportunities regardless of gender identity, culture, and disability. Our mission is to contribute to help more people and businesses prosper. We embrace a strong risk culture and all of our professionals at all levels are expected to take a proactive and responsible approach toward risk management.WHAT YOU WILL BE DOINGThis is an exciting opportunity for a quantitative-oriented, creative, and hands-on individual. The validation team of market risk models that you will be part of is responsible for the independent validation of every new market risk model. Models should be properly designed, tested, validated, and approved before they can be used to produce market risk metrics and analysis. Besides, every existing model being used has to be periodically monitored, calibrated and, if necessary, modified or replaced, once it has been properly validated and approved. As an internal validator of market risk models, you will perform independent reviews of Front Office models, including pricing models, models involved in the construction of market and model inputs, value adjustment models (VA), and sensitivity models.We need someone like you to help us in different fronts:Conduct critical and informed assessments of the models at hand: Hypotheses and impact on the main valuation and sensitivity metrics.Develop independent contrast models and design adequacy tests of the underlying theoretical hypotheses, with the aim of effectively challenging the bank's production models.Engage with long-term, fluent relationships with the stakeholders of the Model Risk domain: Trading, Front Office Quants, Market Risk, Risk Methodology, etc.Assess the implementation of the models in validation in the bank's production systems.Communicate the results of the validation process to a number of stakeholders, both internal and external to the bank, in a clear and straightforward manner.Produce excellent documentation reflecting the validation analyses and conclusions.EXPERIENCE3+ years of experience in quantitative modeling of market risk, pricing, or XVA models, as a model validator, model developer, or similar roles.#J-18808-Ljbffr



  • Boadilla del Monte, España Santander A tiempo completo

    Model Validation Manager Country: Spain **WHAT YOU WILL BE DOING** **Santander is looking for a Model Validation Manager based in our Boadilla del Monte office.** **WHY YOU SHOULD CONSIDER THIS OPPORTUNITY** **Credit Risk, Interest Rate Risk, liquidity risk, operational risk, reputational risk**There are many types of risks, that's why it analysis and...

  • Model Validation

    hace 3 meses


    Boadilla del Monte, España Santander A tiempo completo

    .Model Validation - Pricing Data Analytics & Models SpecialistCountry : SpainBanco Santander is looking for a Model Validation - Pricing Data Analytics & Models Specialist, based in our Boadilla del Monte office.WHY YOU SHOULD CONSIDER THIS OPPORTUNITYAt Santander () we are key players in the transformation of the financial sector. Do you want to join...

  • Model Validation

    hace 1 semana


    Boadilla del Monte, España Santander A tiempo completo

    Model Validation - Pricing Data Analytics & Models Specialist Country: SpainBanco Santander is looking for a Model Validation - Pricing Data Analytics & Models Specialist, based in our Boadilla del Monte office.WHY YOU SHOULD CONSIDER THIS OPPORTUNITY At Santander, we are key players in the transformation of the financial sector. Do you want to join...

  • Model Validation

    hace 3 meses


    Boadilla del Monte, España Santander A tiempo completo

    Model Validation - Market Risk Data Analytics & Models Analyst Country: Spain **WHAT YOU WILL BE DOING** **Banco Santander is looking for a IRRBB/Liquidity Models Analyst based in our Boadilla del Monte office.** **WHY YOU SHOULD CONSIDER THIS OPPORTUNITY** Credit Risk, Interest Rate Risk, liquidity risk, operational risk, reputational riskThere are...

  • Model Validation

    hace 1 mes


    Boadilla del Monte, España Santander A tiempo completo

    Model Validation - Pricing Data Analytics & Models SpecialistCountry: SpainBanco Santander is looking for a Model Validation - Pricing Data Analytics & Models Specialist, based in our Boadilla del Monte office.WHY YOU SHOULD CONSIDER THIS OPPORTUNITYAt Santander, we are key players in the transformation of the financial sector. Do you want to join us?Credit...

  • Model Validation

    hace 6 meses


    Boadilla del Monte, España Santander A tiempo completo

    Model Validation - Pricing Data Analytics & Models SpecialistCountry: Spain Banco Santander is looking for a Model Validation - Pricing Data Analytics & Models Specialist, based in our Boadilla del Monte office. WHY YOU SHOULD CONSIDER THIS OPPORTUNITY At Santander () we are key players in the transformation of the financial sector. Do you want to join...


  • Boadilla del Monte, España Santander A tiempo completo

    Single Validation Analyst RIESGOS está buscando un/a SINGLE VALIDATION ANALYST para nuestras oficinas en BOADILLA DEL MONTE.POR QUÉ DEBERÍAS CONSIDERAR ESTA OPORTUNIDAD En Santander (www.santander.com) participamos activamente en la transformación del sector financiero.¿Quieres unirte a nuestro equipo?QUÉ HARÁS EN TU TRABAJO Como Single Validation...

  • Single Validation Analyst

    hace 2 semanas


    Boadilla del Monte, España Santander A tiempo completo

    Single Validation Analyst Country: Spain **RIESGOS está buscando un/a SINGLE VALIDATION ANALYST para nuestras oficinas en BOADILLA DEL MONTE.** **POR QUÉ DEBERÍAS CONSIDERAR ESTA OPORTUNIDAD** **Riesgo de crédito, Riesgo de tipos de interés, Riesgo de liquidez, Riesgo operacional, Riesgo reputacional... **Hay muchos tipos de riesgos, por ello su...


  • Boadilla del Monte, España Santander A tiempo completo

    Single Validation AnalystRIESGOS está buscando un/a SINGLE VALIDATION ANALYST para nuestras oficinas en BOADILLA DEL MONTE.POR QUÉ DEBERÍAS CONSIDERAR ESTA OPORTUNIDADEn Santander (www.santander.com) participamos activamente en la transformación del sector financiero. ¿Quieres unirte a nuestro equipo?QUÉ HARÁS EN TU TRABAJOComo Single Validation...

  • Market Risk

    hace 4 meses


    Boadilla del Monte, España Santander A tiempo completo

    Market Risk - Model Owner Country: Spain **SCIB is looking for a Market Risk - Model Owner, based in our Boadilla del Monte office.** **WHY YOU SHOULD CONSIDER THIS OPPORTUNITY** **Santander Corporate & Investment Banking (Santander CIB) **is Santander's global division that supports some of the world's most complex and sophisticated corporate and...


  • Boadilla del Monte, España Santander A tiempo completo

    Responsable de Validación (CVR) Country: Spain **WHAT YOU WILL BE DOING** **Banco Santander is looking for a Manager - Responsable de Validación (CVR) based in our Boadilla del Monte office.** **WHY YOU SHOULD CONSIDER THIS OPPORTUNITY** Credit Risk, Interest Rate Risk, liquidity risk, operational risk, reputational riskThere are many types of risks,...


  • Boadilla del Monte, España Santander A tiempo completo

    Models Non Financial Risk AnalystCountry: SpainPOR QUÉ DEBERÍAS CONSIDERAR ESTA OPORTUNIDADEn Santander somos actores principales en la transformación del sector financiero.Quieres unirte a nuestro equipo?Riesgo de crédito, Riesgo de tipos de interés, Riesgo de liquidez, Riesgo operacional, Riesgo reputacional... Hay muchos tipos de riesgos, por ello su...


  • Boadilla del Monte, España Santander A tiempo completo

    Models Non Financial Risk AnalystCountry : SpainPOR QUÉ DEBERÍAS CONSIDERAR ESTA OPORTUNIDADEn Santander () somos actores principales en la transformación del sector financiero. Quieres unirte a nuestro equipo?Riesgo de crédito, Riesgo de tipos de interés, Riesgo de liquidez, Riesgo operacional, Riesgo reputacional... Hay mucho tipos de riesgos, por...


  • Boadilla del Monte, España Santander A tiempo completo

    Models Non Financial Risk Analyst Country: Spain **POR QUÉ DEBERÍAS CONSIDERAR ESTA OPORTUNIDAD **Riesgo de crédito, Riesgo de tipos de interés, Riesgo de liquidez, Riesgo operacional, Riesgo reputacional... **Hay mucho tipos de riesgos, por ello su análisis y cuantificación es clave para nuestro propósito de ser un banco, Simple, Personal y...


  • Boadilla del Monte, España Santander A tiempo completo

    Models Non Financial Risk AnalystCountry : Spain POR QUÉ DEBERÍAS CONSIDERAR ESTA OPORTUNIDAD En Santander () somos actores principales en la transformación del sector financiero. Quieres unirte a nuestro equipo? Riesgo de crédito, Riesgo de tipos de interés, Riesgo de liquidez, Riesgo operacional, Riesgo reputacional... Hay mucho tipos de riesgos, por...


  • Boadilla del Monte, España Santander A tiempo completo

    Models Non Financial Risk AnalystCountry : SpainPOR QUÉ DEBERÍAS CONSIDERAR ESTA OPORTUNIDAD En Santander () somos actores principales en la transformación del sector financiero. Quieres unirte a nuestro equipo?Riesgo de crédito, Riesgo de tipos de interés, Riesgo de liquidez, Riesgo operacional, Riesgo reputacional... Hay mucho tipos de riesgos, por...


  • Boadilla del Monte, España Santander A tiempo completo

    Models Non Financial Risk AnalystCountry: Spain**POR QUÉ DEBERÍAS CONSIDERAR ESTA OPORTUNIDAD**Riesgo de crédito, Riesgo de tipos de interés, Riesgo de liquidez, Riesgo operacional, Riesgo reputacional... **Hay mucho tipos de riesgos, por ello su análisis y cuantificación es clave para nuestro propósito de ser un banco, Simple, Personal y...


  • Boadilla del Monte, España Santander A tiempo completo

    Models Non Financial Risk AnalystCountry: Spain POR QUÉ DEBERÍAS CONSIDERAR ESTA OPORTUNIDAD En Santander () somos actores principales en la transformación del sector financiero. ¿Quieres unirte a nuestro equipo? Riesgo de crédito, Riesgo de tipos de interés, Riesgo de liquidez, Riesgo operacional, Riesgo reputacional... Hay mucho tipos de...


  • Boadilla del Monte, España Santander A tiempo completo

    CIB Risk Oversight EWRM Analyst I Country: Spain **WHAT YOU WILL BE DOING** **Position Title**:CIB Risk Oversight EWRM Analyst I **WHY YOU SHOULD CONSIDER THIS OPPORTUNITY **Santander Corporate & Investment Banking (SCIB) **is Santander's global division that supports some of the world's most complex and sophisticated corporate and institutional clients,...

  • Control Metrics Market

    hace 3 meses


    Boadilla del Monte, España Santander A tiempo completo

    Control Metrics Market & Structural Risk Analyst Country: Spain **WHAT YOU WILL BE DOING** **SCIB MARKET RISK is looking for a RISK ANALYST **based in our BOADILLA DEL MONTE office.** **WHY YOU SHOULD CONSIDER THIS OPPORTUNITY** **Santander Corporate & Investment Banking (SCIB) **is Santander's global division that supports some of the world's most...