Sr. Quantitative Risk Analyst Sr. Quantitative Risk Analyst -(job location: Dorchester, MA) - Develop, enhance, document, or implement advanced credit risk models, such as PD, LGD, & EAD models across a number of portfolios. Contribute to the development & implementation of advanced credit risk methodology using point-in-time, through-the-cycle, probability of default, & credit rating agencies approaches or stress testing. Utilize advanced statistical, financial & economic concepts to develop models or tools that can be used by management in business decisions such as pricing, risk management & capital allocation. Support the roll-out of tactical & strategic implementations of various credit models & methodologies. Contribute to model development & methodology-related presentations for various audiences including: clients, model committees, credit officers, model users & regulators. Provide the business leaders w/ transaction advice & support & serve as an expert on risk quantification & modeling. Req's: Master's degree in Statistics, plus one yr exp in position offered or as Associate, Data Analytics. All req'd exp must have included performing loss forecasting, including PD/LGD/EAD modeling analysis; applying statistical techniques, including linear & non-linear regression, logistic models, time series forecasting, panel data analysis, optimization, & data mining in finance industry; programming in SAS, R, Matlab, or similar software; & performing risk modelling & analysis for risk-related regulations, including CCAR. Mail resume to: Glinder Satalaya, Santander Holdings USA, Inc., 2 Morrissey Boulevard, Dorchester, MA 02125.