Front Office XVA Quant — Madrid: Pricing & Tools

Santander; Boadilla del Monte; On-site; EUR 100,000 - 170,000; Full time

Benefits offered by this job

Gym/WellHub membership

Meal subsidy

Parking

Shuttle service Madrid

Job summary

Santander Global Markets is seeking a Front Office XVA Quant to work from Madrid, Spain. You will contribute to pricing libraries, risk tools, and market-making capabilities for complex asset classes. The role requires strong programming skills and expertise in quantitative methods.

The team emphasizes innovation, collaboration, and continuous learning within a risk-aware culture, with opportunities for growth in a global bank environment.

Qualifications

• Minimum 2–3 years in a Front Office Quantitative team, especially XVA, Rates or Hybrids.
• Fluent English is required; Spanish preferred.

Responsibilities

• Develop, enhance, and maintain pricing libraries across asset classes and use cases.
• Build pricing, risk-management, and market-making tools for trading desks.
• Document mathematical and technical aspects for internal stakeholders.

Skills

Quantitative Finance

XVA Experience

English Proficiency

Education

Bachelor's in Engineering/Physics/Math

MSc/PhD valuable

Tools

Python

C++

Fixed Income Derivatives

Job description

Santander Global Markets is seeking a Front Office XVA Quant to work from Madrid, Spain. You will contribute to pricing libraries, risk tools, and market-making capabilities for complex asset classes. The role requires strong programming skills and expertise in quantitative methods.

The team emphasizes innovation, collaboration, and continuous learning within a risk-aware culture, with opportunities for growth in a global bank environment.