Associate, PolyPaths Technology Specialist

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 that values bold thinking, innovation, and the courage to challenge what's possible. This is more than a strategic shift. It's a chance for driven professionals to grow, learn, and make a real difference.

If you are interested in exploring the possibilities We Want to Talk to You!

The Difference You Make:

We are looking for an experienced Poly Path Market Risk Specialist with strong technical and business knowledge to support pricing, valuation, and market risk activities within a large banking or capital markets environment.

The ideal candidate will have deep expertise in Poly Path
, strong hands-on programming skills in Python and Java
, and solid knowledge of fixed income products
, particularly structured products such as Mortgage-Backed Securities, Collateralized Mortgage Obligations, and other securitized fixed income instruments
.

This role requires someone who can work closely with front office, risk, finance, model, and technology teams to support risk models, valuation tools, pricing workflows, and market risk systems.

• Support and enhance Poly Path platform capabilities used for pricing, valuation, trading, and market risk workflows.
• Partner with business, risk, model, and technology teams to translate complex market risk and fixed income requirements into scalable technical solutions.
• Support market risk processes including sensitivities, stress testing, scenario analysis, VaR, pricing, and valuation workflows
  .
• Work with fixed income and structured products, including:
  • Mortgage-Backed Securities
  • Collateralized Mortgage Obligations
  • Asset-backed or securitized products
  • Other structured fixed income instruments
• Develop, enhance, and troubleshoot applications, scripts, and integration components using Python and Java
  .
• Support pricing pipelines, risk data flows, market data integration, and valuation processes within the Poly Path ecosystem.
• Analyze system issues, performance bottlenecks, data discrepancies, and production incidents related to Poly Path and downstream risk systems.
• Collaborate with front office, risk, finance, infrastructure, and application development teams to ensure accurate and timely delivery of risk analytics.
• Support migration, modernization, and integration initiatives involving legacy trading or risk systems and Poly Path architecture.
• Improve platform stability through automation, monitoring, alerting, and issue resolution processes.

What You Bring:
To perform this job successfully, an individual must be able to perform each essential duty satisfactorily. The requirements listed below are representative of the knowledge, skill, and/or ability required. Reasonable accommodations may be made to enable individuals with disabilities to perform the essential functions.

Education:

• Bachelor's Degree: in related field or equivalent demonstrated through a combination of work experience, training, military service, or education
  - Required
• Master's Degree: in related field or equivalent demonstrated through a combination of work experience, training, military service, or education
  - Preferred

Required Qualifications:

• Expert-level knowledge of Poly Path
  .
• Strong experience in market risk
  , preferably within banking or capital markets.
• Strong programming skills in Python and Java
  .
• Solid understanding of fixed income products
  , pricing, valuation, and risk analytics.
• Experience supporting risk models, valuation tools, pricing engines, or market risk platforms
  .
• Ability to troubleshoot complex system, data, and pricing issues across multiple technology platforms.
• Strong analytical skills with the ability to explain technical and market risk concepts clearly to both business and technology teams.
• Experience working in a large banking, financial services, or regulated financial institution environment.
• 5+ years of experience in banking, capital markets, financial technology, or market risk technology preferred.

Preferred Qualifications:

• Experience working directly with front office, market risk, finance, model validation, or quantitative teams
  .
• Strong knowledge of structured fixed income products, especially:
  • MBS
  • CMO
  • ABS
  • Securitized products
• Understanding of:
  • Pricing
  • Valuation
  • Sensitivities
  • Stress testing
  • VaR
  • Scenario analysis
  • Yield curves
  • Risk factors
  • Market data
• Experience with system integration using APIs, messaging frameworks, batch processes, or data pipelines.
• Experience supporting real-time or high-volume capital markets platforms.
• Strong production support, issue management, and root-cause analysis experience.

It Would Be Nice For You To Have:

• Established work history or equivalent demonstrated through a combination of work experience, training, military service, or education.

Work Authorization & Sponsorship:
Applicants must be legally authorized to work in the United…