Fixed Income Sr Quant - SCIB

Santander; Boadilla del Monte; Presencial; EUR 60.000 - 90.000; Jornada completa

Descripción de la vacante

Santander Corporate & Investment Banking seeks a Fixed Income Sr. Quant for their Boadilla del Monte office. The successful candidate will be pivotal in enhancing models for pricing and managing risks associated with fixed income derivatives. A focus on developing efficient quant tools and a strong understanding of customer needs will be key to this role. Candidates should possess a Master's degree in a quantitative field and have substantial experience in financial markets.

Formación

• Master's degree in a relevant mathematical discipline required.
• Experience in financial markets modeling and production environment integration.
• Fluent in English; Spanish is a plus.

Responsabilidades

• Developing and maintaining models for pricing fixed income derivatives.
• Enhancing pricing capabilities of quant libraries.
• Providing support to the rates trading desk and stakeholders.

Conocimientos

Quantitative fixed income derivatives pricing models

Programming in Python

Programming in C++

Data modeling

Educación

Master's degree in Maths

Master's degree in Physics

Master's degree in Computer Science

Descripción del empleo

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.