Posted 17 days ago
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Santander Corporate & Investment Banking is seeking a Fixed Income Senior Quant to develop, implement and maintain pricing and risk models for fixed income derivatives. The role involves extending quant libraries, integrating models into capital and end-of-day P&L and risk engines, and providing ongoing support to the rates trading desk and other stakeholders. Candidates should have strong quantitative background (MSc in maths/physics/computer science or similar), around 5+ years' experience, and programming skills in Python and C++. English is required and Spanish is a plus.
- Compensation
- Not specified
- City
- Madrid
- Country
- Spain
Currency: Not specified
Full Job Description
WHAT YOU WILL BE DOING
Santander Corporate & Investment Banking is looking for a FIXED INCOME SR. QUANT, based in our BOADILLA DEL MONTE office.
WHY YOU SHOULD CONSIDER THIS OPPORTUNITY
At Santander (www.santander.com) we are key players in the transformation of the financial sector. Do you want to join us?
Santander Corporate & Investment Banking (SCIB) is Santander's global division that supports some of the world's most complex and sophisticated corporate and institutional clients, offering customized services and value-added wholesale products to best meet their needs. We embrace a strong risk culture and all of our professionals at all levels are expected to take a proactive and responsible approach toward risk management.
Santander is proud of being an organization where there are equal opportunities regardless of gender identity, culture and disability. Our mission is to contribute to help more people and business prosper.
WHAT YOU WILL BE DOING
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
More than 5 years of relevant workEDUCATION
Engineering (Master Degree) - 5 years, Mathematics (Master Degree) - 5 yearsCOMPETENCIES
Accuracy and Attention to Detail (Extensive Experience), Derivatives (Working Knowledge), Financial Mathematics (Working Knowledge), Modeling: Data, Process, Events, Objects (Working Knowledge), Problem Solving (Working Knowledge), Producing Results (Extensive Experience), Programming Languages (Working Knowledge), Teamwork (Working Knowledge)
