Market Risk Analyst

SANTANDER CONSUMER BANK S.p.A

Lysaker, Norway
Market risk exposure monitoring
Derivatives simulations for margin handling
Irrbb / alm, fx var, simm, xva modeling
You’ll play a key role in shaping how we manage and optimize our exposure to market risks

Job Summary

  • You’ll play a key role in shaping how we manage and optimize our exposure to market risks.
  • Design, develop, and optimize automated risk reporting and reconciliation tools using Python and SQL.
  • Gain deep insight into how the bank is funded and financed and see your analysis directly influence strategic decision-making.

Matching Summary

You’ll play a key role in shaping how we manage and optimize our exposure to market risks.

Skills & Requirements

Must-have

  • Market risk exposure monitoring
  • Derivatives simulations for margin handling
  • IRRBB / ALM, FX VaR, SIMM, XVA modeling
  • Python and SQL for automation
  • AI-driven workflows and automation
  • Financial market development monitoring

Nice-to-have

  • Strong academic performance
  • Structured and detail-oriented approach
  • Team-oriented collaboration

Key Requirements

  • Master's degree in finance, economics, mathematics, or related quantitative field
  • 1-3 years of relevant professional experience
  • Proficiency in Norwegian and English
  • Valid work permit required

Work Rights

Valid work permit required

Tailored Resume

Cover Letter