Front Office Quant: Non-Linear Rates & Pricing

Santander USA; Boadilla del Monte; Híbrido; EUR 60.000 - 90.000; Jornada completa

Descripción de la vacante

A leading financial services provider in Spain is seeking a Non-Linear Rates Quant to enhance pricing models for interest rate volatility. This role involves collaboration with global trading teams and offers opportunities to contribute to innovative solutions in finance. The ideal candidate will have a background in financial markets and proficiency in programming languages like Python and C++. A competitive salary and hybrid working options are included.

Servicios

Hybrid working model

Access to learning platforms

Performance-based bonuses

Preferential banking terms

Wellness programs

Childcare support

Gym membership

Meal subsidies

Formación

• Minimum 2 years of experience in financial markets.
• Understanding of options pricing theory and quantitative models.
• Experience with fixed income derivatives.

Responsabilidades

• Contribute to design and implement pricing and risk libraries.
• Develop trading tools for the Front Office.
• Maintain and improve quantitative testing processes.

Conocimientos

Proficiency in Python

Proficiency in C++

Fluent English

Critical thinking

Educación

Bachelor’s degree in Engineering, Physics, Mathematics, or similar

MSc and/or PhD in a quantitative discipline

Herramientas

Mathematical modeling software

Descripción del empleo

A leading financial services provider in Spain is seeking a Non-Linear Rates Quant to enhance pricing models for interest rate volatility. This role involves collaboration with global trading teams and offers opportunities to contribute to innovative solutions in finance. The ideal candidate will have a background in financial markets and proficiency in programming languages like Python and C++. A competitive salary and hybrid working options are included.