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Fixed Income Sr Quant - SCIB

Fixed Income Sr Quant - SCIB

SantanderBoadilla del Monte, Comunidad de Madrid, España
Hace más de 30 días
Descripción del trabajo

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, we are key players in transforming the financial sector. Do you want to join us?

Santander Corporate & Investment Banking (SCIB) is Santander's global division supporting complex corporate and institutional clients with customized services and wholesale products. We promote a strong risk culture, expecting our professionals to proactively manage risk.

Santander values equal opportunities regardless of gender identity, culture, or disability. Our mission is to help people and businesses prosper.

WHAT YOU WILL BE DOING

Your role as a Fixed Income Sr. Quant will involve developing, implementing, and maintaining models to price and manage risks of fixed income derivatives within global markets activities.

Key responsibilities include :

  • Enhancing the pricing capabilities of quant libraries by improving existing tools / models and developing new ones.
  • Understanding, extending, and supporting models integrated into the official Capital and EOD P&L & Risk engines.
  • Providing ongoing support to the rates trading desk and other stakeholders (structuring, sales, risk) in using front office quant tools and models.
  • Ensuring compliance with internal policies and external regulatory guidelines.
  • Understanding customer needs and delivering high standards of service.

EXPERIENCE

Experience in developing models for financial markets or integrating models into production environments.

EDUCATION

Master's degree in Maths, Physics, Computer Science, or similar mathematical disciplines.

SKILLS & KNOWLEDGE

  • Knowledge of quantitative fixed income derivatives pricing models and theory.
  • Experience developing models for business use, including calibration, from design to production support.
  • Proficiency in programming, preferably Python and C++.
  • Fluent in English; Spanish is a plus.
  • WHAT WE ARE LOOKING FOR

    More than several years of relevant experience.

    Educational background in Engineering (Master's) or Mathematics (Master's).

    COMPETENCIES

  • Attention to detail and accuracy.
  • Knowledge of derivatives, financial mathematics, data modeling, problem-solving.
  • Proven ability to produce results and work effectively in teams.
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    Income Sr Quant Scib • Boadilla del Monte, Comunidad de Madrid, España