Summary of Responsibilities:
The ABS Quantitative Manager is responsible for the oversight of Santander Consumer USA Inc’s. (SC) capital markets activities consistent with the overall objectives of the company’s financial framework.
- Responsible for understanding, measuring and valuating structured products at Santander Consumer for all its auto loan portfolio. Provide assessment about the valuation at the primary and secondary market for its asset backed securities portfolio valuations to ensure compliance with FAS 157, fair value accounting policy
- Build or test detailed cash flow analyses to stress test the structures and enhancement levels for auto ABS under various economic scenarios
- Contribute regular analytics productions for structured auto loan products
- Provide oversight by independently valuating auto ABS deals
- Develop performance indicators related to auto Abs
- Works closely with Capital Markets team to monitor ongoing securitization performance and compliance with all regulatory requirements.
- Manages all audit related initiatives working with internal and external auditors as necessary.
- Coordinates and distributes key data requests to appropriate parties
- Prepares presentations for various committees and management reports both general and deal specific
- Stays current with industry and competitor conditions and developments
- Work on special projects as directed by the team manager
- Bachelor’s degree in in a quantitative field, Finance or related STEM field required, Masters in sciences preferred, e.g. financial engineering, statistics, mathematics, physics or engineering.
- Programming skills in VBA, Python, SAS, R or equivalent.
- Minimum five (5) years of experience in the financial services industry.
- Minimum three (3) years of structured finance experience
- Excellent strategic analysis skills required
- Proven verbal and written communication skills with the ability to negotiate with multiple levels of management
- Possesses and demonstrates strong leadership skills
- Ability to work in a face-paced environment, with strong competency on priorization and task management
- Ability to travel when necessary
- Ability to maintain confidentiality
- Extended working hours may be required as dictated by management and business needs.
- Travel to multiple facilities may be required.
- May be required to lift, push, or pull materials weighing up to twenty (20) pounds.
- May be required to sit and review information on a computer screen for long periods of time.
- May require repetitive motions of the hands and wrist related to writing and typing at an electronic keyboard.
- Corporate / satellite office role.
This job description does not list all the duties of the job. You may be asked by your supervisors or managers to perform other duties. You will be evaluated in part based upon your performance of the tasks listed in this job description.
The employer has the right to revise this job description at any time. This job description is not a contract for employment, and either you or the employer may terminate employment at any time, for any reason.