Polypaths jobs

It Starts Here:Santander is a global leader and innovator in the financial services industry and is evolving from a high-impact brand into a technology-driven organization. Our people are at the heart of this journey and together, we are driving a customer-centric transformation...

 ...our banking, broker-dealer, investment, and derivatives portfolios. As a senior individual contributor, you will help ensure the PolyPaths modeling platform and its production infrastructure remain accurate, scalable, well-controlled, and ready to support critical business... 

 ...QualificationsAn advanced degree is preferred.CFA, FRM, etc. designations are a plus.Strong knowledge of and hands-on experience in the PolyPaths system (AppPort/BatchCal/ALM/Enterprise) or QRM is highly preferred.Direct experience in dynamic balance sheet simulation or... 

 ...particularly in SAS and/or SQL. Demonstrated expertise in problem solving.Knowledge of vendor tools such as QRM, Moody’s Risk Frontier, and Polypaths.Knowledge of the finance and lending industry including instrument structures/types and financial markets knowledge. Knowledge of... 

 ...risk management and the strategic optimization of the firm’s balance sheet. Your team will be responsible for maintenance of the PolyPaths vendor model and own modeling related to linear and non-linear hedge instruments, prepayment of mortgage-backed securities, asset-... 

 ...Master’s degree in a quantitative field is preferred.Excellent quantitative, analytical and communication skills.Bloomberg, Intex, PolyPaths, Murex, SQL, Python, AI tools proficiency is a plus.Proficiency with FRTB is a plus. Ability to work under pressure with tight... 

 ...or Treasury.· Strong knowledge of NII and EVE frameworks.· Technical proficiency in Python and SQL; familiarity with QRM, Aladdin, PolyPaths, and Murex is a plus.· Bachelor’s or Master’s degree in Finance, Economics, or quantitative fields.· Strong communication and... 

 ...utilizing C++, Python and R programming languages to implement high performance model libraries. Integrate prepayment models into PolyPaths system with Intex. Construct and maintain databases for ensuring persistence and availability of mortgage-backed securities data (... 

 ...expected financial impacts and challenge model outputs accordingly Proficiency in ALM / NIR / Capital forecasting platforms (e.g., PolyPaths, QRM, or similar) Judgment & Personal Effectiveness Strong analytical judgment and disciplined decision-making Ability to operate...