CCAR Quantitative Risk Manager - (job location: New York, NY; employer: Santander Bank, N.A.) - Utilize advanced statistical, financial & economic concepts to develop analysis to be used by management in business decisions such as pricing, risk management & capital allocation. Execute project deliverables (includes aligning non-analytical resources, developing project plans, etc.). Execute analytics projects & present the results to senior management. Develop, enhance, implement, document & provide ongoing expert support for advanced credit risk models & methodologies, covering Probability of Default (PD), Loss Given Default (LGD) & Exposure at Default (EAD). Develop, enhance, implement, document & provide ongoing expert support for advanced operational risk models & methodologies for SHUSA's each legal entity. Drive innovation in analytical tools & the application of analytics (new methods, processes, new uses of statistics). Develop & document loss forecasting models for stress testing across a number of business lines. Req's: Master's in Economics or Statistics, plus 6 months of pre- or post-Master's exp in position offered or Operational Risk Modeling Analyst. All req'd exp must have included performing operational risk loss forecasting; applying statistical techniques: linear & non-linear regression, time series forecasting, panel data analysis, optimization, data mining, & survival analysis; implementing regressions & Monte Carlo simulations for operational risk loss forecasts; & utilizing SAS, R, or Matlab. Mail resume to: Glinder Satalaya, Santander Bank, N.A., 2 Morrissey Boulevard, Dorchester, MA 02125. Ref. #482 on resume.