Hybrid Linear Rates Quant – Associate (Rust/Python)

Santander Corporate & Investment Banking; Boadilla del Monte; Híbrido; EUR 85.000 - 125.000; Jornada completa

Ventajas ofrecidas por este puesto de trabajo

Hybrid working model

Open Academy access

Competitive bonuses

BeHealthy wellness program

Gym membership

Meal subsidy

Shuttle service

Exclusive employee discounts

Descripción de la vacante

Santander Corporate & Investment Banking in Madrid is seeking an Associate Level Linear Rates Quant to develop pricing analytics for Linear Rates and inflation products, focusing on swaps and bonds. You will help build the new Rust-based quant library with Python APIs, maintain legacy C++ components, and collaborate with Trading, Sales, Structuring, and Technology to deliver production-ready analytics.

Applicants should have 2–5 years in Front Office Quant roles, strong Python/C++ skills, and a

Formación

• 2–5 years of Front Office Quant, Quant Developer, or Financial Engineering roles in Rates and/or Inflation.
• Hands-on experience delivering pricing analytics and curve construction for linear fixed-income products.
• Experience modernising quant libraries in collaboration with trading and technology teams.
• English language required; Spanish preferred.

Responsabilidades

• Develop, implement, and maintain pricing analytics for Linear Rates and Inflation products.
• Contribute to the build-out of the new linear quant library in Rust and its Python APIs for front-office usage.
• Maintain and enhance legacy C++ pricing components, and support migration/interoperability between C++ and Rust libraries.
• Design and improve curve construction frameworks used in pricing and risk.
• Partner closely with Trading, Sales, Structuring, and Technology to deliver robust, production-ready analytics and tools.
• Investigate pricing/risk discrepancies, perform root-cause analysis, and deliver high-quality fixes under business timelines.
• Support model governance through testing, documentation, and validation-oriented deliverables.

Conocimientos

Rust

Python

C++

Fixed-income quant methods

Educación

Master’s degree in quantitative discipline

PhD in quantitative field

Descripción del empleo

Santander Corporate & Investment Banking in Madrid is seeking an Associate Level Linear Rates Quant to develop pricing analytics for Linear Rates and inflation products, focusing on swaps and bonds. You will help build the new Rust-based quant library with Python APIs, maintain legacy C++ components, and collaborate with Trading, Sales, Structuring, and Technology to deliver production-ready analytics.

Applicants should have 2–5 years in Front Office Quant roles, strong Python/C++ skills, and a