Market Risk Analyst

hace 17 horas


Madrid, España ARES CONSULTORES A tiempo completo

Market Risk Analyst (Data & Market) - SCF HQ

Country: Spain

Santander Consumer Headquarters is looking for a Market Risk Analyst, based in our Boadilla del Monte, Madrid 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 us? Santander Consumer Finance focuses on business development related to consumer finance products, sales channels, and commercial agreements with dealers, vehicle manufacturers, or retail distribution establishments, as well as commercial functions associated with direct sales (branches, call centers, or digital channels) and indirect sales (through third parties) of consumer finance products. 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 helping more people and businesses prosper.

WHAT YOU WILL BE DOING

This job description of Market Risk Analyst (Data and Market) includes a double role within the team:

  1. Even when SCF is a pure Banking Book business, since there are products valuated at Fair Value such as bonds, derivatives, etc., there is a function more related to pure "Market Risk". You will work on the follow-up, monitoring, and analysis of Market Risk at SCF SA, as well as coordinating other SC Units on these matters.
  2. You will have a cross-function related to consolidation, reporting, and data management. The position requires strong analytical skills as well as technical knowledge in Market Risk and in ALM (Asset and Liability Management).

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

  1. Lead the Market Risk function in SCF SA; overseeing the proper risk policies implementation, following up metrics and risk control monitoring.
  2. Coordinate the Market Risk functions among the rest of SCF Units.
  3. Ensure the proper prudent valuation for Held to Collect and Sale instruments (Valuation models, AVAs, FVAs...).
  4. Ensure the proper implementation of EMIR rule, including the ongoing monitoring.
  5. Implementation and maintenance of the market risk documentation.
  6. Interlocutor with the different roles and areas associated with market risk such as Auditors, Financial management, Treasury, Corporation, Compliance.
  7. Bond Portfolio monitoring and control.
  8. Lead the data management for Market, Structural, and Liquidity Risk, ensuring the data quality in the reporting.
  9. Participation in projects with technology and/or other areas to evolve the market risk control environment.
  10. Control of data uploaded in SCF database and exploitation of such data to elaborate Risk Control committees, ALCO, etc. risk reports, as well as control of data uploaded to the Corporation database.
  11. Produce the monthly Market Structural and Liquidity risk dashboard.
  12. Participation in the consolidation report processes both for internal metrics as well as for regulatory reports.
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