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Location New York, United States Category Risk & Governance Date posted 31/07/2020 Job ID 2002395
Sr. Analyst, Market Risk-2002395

Description


Role Description:


Calculate, analyze and monitor the daily information obtained from risk systems. Report the market risk metrics on the trading activities and positions and ensure the valuation of products and models in order to support the decision-making process of senior management, Auditor and Financial Risk at corporate and local level.


Responsibilities:

  • Work on production and report to senior management, Auditor and Financial Risk at corporate and local level about the market risk (VaR and sensitivities) on daily basis through processing and analyzing the information of the trading activities and positions in AIRe system and limit utilization levels to support the decision-making process
  • Monitor the information obtained from corporate risk system (AIRe) on daily basis through updating the corresponding Excel macros and validating the information in order to ensure the quality of the data generated by the system
  • Report the risk levels and limit utilization, upload the VaR and sensitivities information to Risk Desktop for Financial Risk at corporate level to generate the reports and to provide support to the Auditors

  • Generate reports regarding VaR and other metrics and monitor through the market risk reports to detect the limit violations generated by the trading desk. This serves as a base for the decision-making process for senior management,  Auditor and Financial Risk at corporate and local level

  • Generate and analyze the weekly and monthly reports by processing the information in AIRe system, for risk committees and those who are responsible for Global and Local Financial Risks to support the decision-making process and auditing

  • Prepare and report the calibrated market risk metrics by Excel macros, analyze the export files from AIRe systems and upload the results to Risk Desktop. Thereafter the information should be ready to be consolidated as risk reports to facilitate the further market risk analysis and also to determine whether modification or recalibration is required

  • Keep track of the incidents occurred in the risk systems by recording the events in the institutional system (Remedy) in order to inform the areas involved and follow up.

  • Work on production and report to senior management, Auditor and Financial Risk at corporate and local level about the market risk (VaR and sensitivities) on daily basis through processing and analyzing the information of the trading activities and positions in AIRe system and limit utilization levels to support the decision-making process

  • Monitor the information obtained from corporate risk system (AIRe) on daily basis through updating the corresponding Excel macros and validating the information in order to ensure the quality of the data generated by the system

At Santander, we value and respect differences in our workforce and strive to increase the diversity of our teams. We encourage everyone to apply.






Qualifications


  • Bachelor's Degree or equivalent work experience require
  • 3-5 years Risk Management/Controls
  • Advanced understanding of key inherent risk and market risk management control practices to perform periodic analysis with critical reasoning for high management reporting
  • Strong market risk management principles, methodologies and tools, governance principles and activity preferably in a financial services technology environment.
  • Knowledge of workflow/processes and risks/controls, including: origination, underwriting, servicing, and collections/workout.
  • Ability to independently operate in a complex, matrixed environment; adept at delivering and maintaining productive working relationships across business, functions, geographies and lines of defense
  • Ability to handle conflict resolution with other groups to ensure appropriate accounting guidance is followed.
  • Ability to adjust to new developments/changing circumstances.
  • Ability to convey a sense of urgency and drive issues/projects to closure.
  • Ability to effectively interact with the market, executive management and vendors.
  • Ability to adapt and adjust to multiple demands and competing priorities.
  • Excellent written and oral communication skills.
  • Strong analytical, organizational and project management skills


Job

:Risk Management

Primary Location

:New York-New York-45 East 53rd Street - 06547 - NY Corp

Organization

:NYB Risk (NYB_0024)

Schedule

:Full-time

Job Posting

:Jul 31, 2020, 2:00:50 PM

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  • Risk & Governance, New York, New York, United StatesRemove