S

Santander

Global retail and commercial banking group

Data & Analytics Sr Leader

Quantitative RiskUpdated on Nov 12
Full-timeSão Paulo, State of São Paulo, BrazilNo salary listedIn-person

About the Job

Requirements

  • Solid experience in financial institutions and regulatory credit risk management.
  • Extensive experience in risk, modeling, or provisions.
  • Experience developing, validating, or monitoring IFRS 9 and Resolution 4.966 models.
  • Experience working with audits, independent validations, regulators, and lines of defense.
  • Extensive experience working with technical teams, squads, or agile structures, and managing and developing people.
  • A track record of managing complex projects and delivering strategic initiatives.
  • Completed undergraduate degree in Statistics, Mathematics, Engineering, Economics, Computer Science, Information Systems, or a related field.
  • Advanced English for reading and defending technical models in global forums is desirable; Spanish is also desirable.
  • Knowledge of IFRS 9 and Resolution CMN 4.966; PD, LGD, EAD and Expected Credit Loss modeling; Stage Allocation and Stress Testing; Python, SQL, Spark and PySpark; Databricks; Git; Pandas, NumPy and Scikit-Learn; applied statistics for risk modeling; logistic regression; survival analysis; GLM and GAM; model backtesting and calibration; machine learning and generative AI applications (GenAI and LLMs).

Responsibilities

  • Support leadership as a specialist reference for the provisions team in the TO-BE operating model, ensuring development, monitoring, maintenance, and evolution of regulatory risk models related to PD, LGD, EAD, ECL, and Stage Allocation, in compliance with IFRS 9 and Resolution 4.966 across relevant bank portfolios.
  • Support leadership in executing the high-performance team strategy and work with business, technology, audit, validation, and regulatory areas while helping ensure technical quality of models and deliverables.
  • Provide hands-on technical guidance to the team on methodological, statistical, and computational challenges as needed.
  • Develop and recalibrate PD, LGD, and EAD parameters for regulatory and accounting purposes.
  • Ensure methodological robustness of models in internal and external audits, corporate validations, and before regulatory bodies.
  • Define and monitor model-monitoring indicators.
  • Prioritize the team's technical backlog in alignment with the Risk strategy.
  • Represent the area with internal stakeholders, auditors, and regulators.
  • Support the development of AI, Analytics, and Model Risk Management capabilities.
  • Develop people, promote technical growth, and strengthen a high-performance culture.
  • Manage risks, dependencies, and deliverables for the tribe.

Desired Qualifications

  • Postgraduate study, an MBA, master's degree, or specialization in Risk, Quantitative Finance, Statistics, Data Science, Machine Learning, or related areas.
  • Certifications in Risk Management, Modeling, Analytics, or Data Science.
  • Agile, Scrum, or Project Management certifications.
  • Certifications related to Artificial Intelligence or Machine Learning.
  • Spanish language ability.

About the Company

Santander

Global retail and commercial banking group

Santander is a global bank focusing on retail and commercial banking in Europe and the Americas, serving individuals and SMEs with regional franchises and a broad consumer finance arm, plus a Corporate & Investment Banking division for multinational clients. It uses its Gravity cloud platform to migrate core banking and rapidly deploy digital services such as Openbank across markets, combining fintech-style agility with a bank's balance sheet. The bank differentiates itself by marrying a large retail footprint with global CIB capabilities under the One Santander verticals model to boost efficiency and cross-border revenue. Its goals include improving returns on tangible equity and financing the green economy through sustainable finance and renewable energy projects.

Company size
10,001+
Company stage
IPO
Headquarters
Boadilla del Monte, Spain
Founded
1902

Recently Posted Jobs

Explore more opportunities at Santander

See more jobs