Quantitative Risk Analyst | S2 | Risk

Job title:

Quantitative Risk Analyst | S2 | Risk

Company

Santander

Job description

Quantitative Risk Analyst | S2 | RiskCountry: United KingdomInterested in part-time, job-share or flexible working? We want to talk to you!Join our community.You will be part of the methodology team who are responsible for the development of risk methodologies used across the wider risk department. This role will sit within Quantitative Risk Group (QRG) and will focus on market risk and valuations related methodologies.The difference you’ll make:

• Working closely with the Market Risk, Credit Risk, Product Control and Front Office teams to provide quantitative support and practical solutions in a timely manner
• Assisting in the development of VaR / valuation adjustments and modelling of market risk factors
• Participating in the ongoing development of various models, including
• Demonstrating an understanding of derivatives across asset classes (Fixed Income, Inflation, FX, Equity etc.), from a theoretical perspective
• Translating technical details into real life issues understandable to senior management

What you’ll bring:

• Advanced Python knowledge
• Masters/PhD in quantitative subject (like mathematics, statistics, engineering, computer science) with Modelling experience

It would also be nice for you to have:

• Proficient technical background and experience in the financial services industry
• Good knowledge of risk management methodologies (e.g. VaR, Risk Capital, Stress Testing), financial derivatives and associated pricing issues
• Good verbal and written communication skills
• Demonstrable good programming skills like R, QRM, Excel VBA would be advantageous

What else you need to knowThis role is based in Triton Square, London.We want our people to thrive at work and home, and also be able to deliver the best outcomes for our customers and to help each other develop. To support this, we offer site-based contracts with a hybrid working pattern and our expected level of attendance in an office is at least 12 days per month (pro-rata for part-time roles).If you apply for this role in this location, it’s important you consider your travelling distance, time and cost from your home to the office location.We’re happy to discuss specific working patterns and arrangement within this hybrid approach during the recruitment process.Inclusion:At Santander we’re creating a thriving workplace where all colleagues feel they belong and are supported to succeed. We all help to make Santander a workplace that celebrates diversity and attracts, retains and develops the most talented and committed people through living our values of Simple, Personal, and Fair.How we’ll reward you:As well as a salary, we offer a wide range of benefits that you can choose from and tailor to your needs.

• 500 annual cash allowance to spend on our great range of benefits

• Eligible for a discretionary performance-related annual bonus.

• We put 8% of salary into your pension, even if you don’t contribute yourself. We’ll pay in up to 12.5% of salary, if you contribute as well, and you can take some of our contribution in cash if you prefer.

• 27 days’ holiday plus bank holidays, which increases to 28 days after 5yrs service, with the option to purchase up to 5 contractual days per year.

• Free access to a range of digital health services, including GP.

• Protection for you and your family, with company-funded death-in-service benefit and income protection insurance, and the option to take advantage of discounted rates for additional life assurance and critical illness cover.

• 24/7 access to an online employee discount platform including retailers, entertainment, eating out, travel and more.
• Voluntary healthcare benefits at discounted rates. Including: Bupa medical insurance, dental insurance, and health assessments.

• Share in Santander’s success by saving or investing in our share plans.

• Support your favourite causes through charitable giving and our community partnerships.

• As a Santander UK employee, you are able to request staff versions of our products like our Edge Current Accounts and Credit Cards with no fees, as well as apply to many other deals and discounts in Santander products and services

What to do next:If this sounds like a role you’re interested in, then please apply.If there’s anything we can do in the recruitment process to help you achieve your best, get in touch. Whether it’s a copy of our application form in another format or additional assistance, we’re available through telephone, email, or face to face. You can contact us at [email protected] or call 0870 414 9080.

Expected salary

Location

London

Job date

Sat, 03 Aug 2024 23:48:11 GMT

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