Control Metrics Market

hace 7 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 complex and sophisticated corporate and institutional clients, offering customized services and value-added wholesale products to best meet their needs.

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 business 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 DOING**

As a **Risk Analyst **, you will monitor Market Risk metrics (IR, FX, CR, EQ) in the Internal Risk and Performance Model environment according to the methodological standards defined by the Group. You will participate in the daily work of the department in the different projects where technical, methodological, and regulatory issues are developed, as well as liaising with the different business and support areas in the bank.

We need someone like you to help us in different fronts:

- Market Risk sensitivities analysis for all asset class.
- VaR and SVaR analysis.
- Market Risk Regulatory capital analysis and reporting.
- Analysis and new products implementation, incorporation and treatment under market risk internal model.
- Analysis and impact on the consumption of limits and regulatory capital by VaR and sVaR of new operations.
- Backtesting and VaR contrast measures.
- Market risk metric reporting.
- Market Risk internal model improvements implementation defined in the internal risk model.
- Preparation of weekly/monthly committees with new limit proposals.
- Market risk limits monitoring. Identification and reporting of the overshoots.
- Participation in the elaboration of the different regulatory surveys, FRTB, QIS under FRTBSA and Basilea 2.5 Internal Model.
- Participation in the EBA Benchmarking exercise, etc
- Support in the different audits, external, internal, internal validation and regulatory (ECB, BdE).

EXPERIENCE
- Knowledge of Treasury markets, financial products, Mark Risk sensitivities.
- Knowledge in Murex tool, Market Risk circuits and Phyton/R+ programs will be an asset.

EDUCATION
- Graduates in Economics, Mathematics, Statistics, Physics, Computer Engineering, Actuarial Sciences. Master's degree in quantitative finance, FRM or similar would be an asset. be an asset.

SKILLS & KNOWLEDGE
- Excel, Access, MS Power Point, MS Word.
- R+, Phyton
- PowerBI
- English

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