Santander Holdings USA, Inc. - Confidential : Job Details

Santander Holdings USA, Inc. (Florham Park, NJ)seeks Sr Associate, Risk Modeling to rvw & assess asset & liabilty mgmt modls w/in given frmewk, idntfyng potentl prblms & wrkng w/ stkehldrs to resolv them. Reqs MS in Mathmatcs, Fincl Engg, Econmcs or Statstcs +3yrs exp in offrd pos or as Associate, Rsk Modlng. All reqd exp mustv incld dvlpng mathmatcal & statstcl prepaymt & default modls for residentl mrtgage & RMBS prtfolio, depost prtfolio, auto loan prtfolio & othr consmr prtfolios; implmtng modls into & usng QRM frmewk to anlyze asset-liabilty modls impacts on bank valuatn, & anlyzng modl-rltd intrst rate rsk profile undr diff mrkt envrnmts; prgrmmg in SAS or R to complete full cycle of modl dvpmt wrk incl data cleanng, processing & scrubbng, variable selectns, & regrssn modl fittng; usng SQL to extract & query data from DB; & communcatng & prsntng cmplx modl theory & modl results in clear & simple terms to tchncl & non-tchncl stkehldrs. Role entails hybrd wrk w/ time split btwn wrkng in Florham Park, NJ offce & flexblty to telecmmte from anothr US locatn. #LI-DNI. E-mail rs to [email protected]. Ref #732.recblid 7942fqi2nwkiiw09ilgbzn0412m8nm