Fixed Income Sr Quant - SCIB

WHAT YOU WILL BE DOING

At Santander (www.santander.com) we are key players in the transformation of the financial sector. Do you want to join us?

As a Fixed Income Sr Quant, your mission would be to develop, implement and maintain models to price and risk manage fixed income derivatives within global markets activities

We need someone like you to help us in different fronts:

• →Extend the pricing capabilities of the quant libraries by improving the existing tools/models and developing new ones
• →Understand, extend and support the models integrated in the official Capital and EOD PL&Risk engines
• →Provide continuous support to the rates trading desk in their use of front office quant tools and models. Also, support the rest of stakeholders involved in rates business (structuring, sales, risk ...)
• →Ensure awareness of and adherence to the internal policies of the bank and legislative/regulatory guidelines of relevant external authorities
• →Understanding of customers’ needs and consistently striving to provide the highest standards of service, deliver on promises.

EXPERIENCE

• →Around 5 years of experience developing models for financial markets business users and/or integrating models in the official production enviroment.

EDUCATION

• →Msc in Maths, Physics, Computer Science, or similar mathematical based disciplines

SKILLS & KNOWLEDGE

• →Knowledge in quantitative fixed income derivatives pricing models and theory
• →Good experience developing models for business users, including model calibration, from model design to release and support in production.
• →Good programming skills, preferably Python and C++
• →Being able to work comfortably in English required, Spanish definitely a plus

If you want to know more about us, follow us on https://es.linkedin.com/company/banco-santander

WHAT WE ARE LOOKING FOR

EXPERIENCE

EDUCATION

COMPETENCIES