Front Office XVA Quant — Madrid | Innovative, High-Impact Quant

Santander; Boadilla del Monte; Presencial; EUR 120.000 - 180.000; Jornada completa

Ventajas ofrecidas por este puesto de trabajo

Competitive rewards

BeHealthy wellness program

Childcare support

Gym/WellHub membership

Shuttle service Madrid

Descripción de la vacante

Santander Global Markets is seeking a Front Office XVA Quant based in Madrid, Spain, to develop pricing libraries and support pricing and risk capabilities across asset classes.

The ideal candidate has 2–3 years in a Front Office Quant team, strong Python and C++ skills, and a solid grounding in fixed income derivatives and pricing theory. English is required; Spanish preferred. This role offers a competitive rewards package within Santander's global markets business.

Formación

• Minimum 2–3 years in a Front Office Quantitative team (XVA, Rates or Hybrids).
• Bachelor’s degree in Engineering, Physics, Mathematics or related field.
• MSc and/or PhD is highly valuable.
• English required; Spanish preferred.
• Strong programming in Python and C++; solid modeling skills.

Responsabilidades

• Contribute actively to pricing and risk library design and implementation.
• Build pricing, risk-management, and market-making tools for trading desks.
• Enhance existing quantitative frameworks to high quality standards.
• Develop and maintain robust testing for quantitative libraries and tools.
• Produce clear mathematical and technical documentation for stakeholders.
• Partner with Trading, Sales, and Risk teams.

Conocimientos

Front Office Quantitative

XVA & Risk

Python

C++

Financial modeling

Educación

Bachelor's degree (Engineering/Physics/Math)

MSc/PhD highly valuable

Herramientas

Python

C++

Descripción del empleo

Santander Global Markets is seeking a Front Office XVA Quant based in Madrid, Spain, to develop pricing libraries and support pricing and risk capabilities across asset classes.

The ideal candidate has 2–3 years in a Front Office Quant team, strong Python and C++ skills, and a solid grounding in fixed income derivatives and pricing theory. English is required; Spanish preferred. This role offers a competitive rewards package within Santander's global markets business.