Linear Rates Quant: Associate, Front Office

Banco Santander SA; Madrid; Híbrido; EUR 60.000 - 90.000; Jornada completa

Ventajas ofrecidas por este puesto de trabajo

Hybrid working model

Competitive salary with performance-based bonuses

Gym/WellHub membership

Meal subsidy

Exclusive discounts for Santander employees

Descripción de la vacante

Banco Santander SA is seeking a Linear Rates Quant (Associate Level) in Madrid to develop pricing analytics and curve construction frameworks for linear products.

The ideal candidate should have 2–5 years of experience in Front Office Quant roles and a Master’s degree in a quantitative discipline. You will work closely with teams to deliver robust production-ready analytics and tools within a hybrid working model.

Competitive salary packages and flexible working arrangements are offered.

Formación

• 2–5 years of experience in Front Office Quant or Financial Engineering roles.
• Hands-on experience in delivering pricing analytics for linear fixed-income products.
• Experience modernizing quant libraries.

Responsabilidades

• Develop, implement, and maintain pricing analytics for Linear Rates and Inflation products.
• Contribute to the development of the linear quant library.
• Investigate pricing/risk discrepancies and deliver fixes.

Conocimientos

Strong software engineering skills in Rust and Python

Knowledge of C++

Strong understanding of fixed-income quantitative methods

Experience in curve construction

Educación

Master’s degree in a quantitative discipline

Descripción del empleo

Banco Santander SA is seeking a Linear Rates Quant (Associate Level) in Madrid to develop pricing analytics and curve construction frameworks for linear products.

The ideal candidate should have 2–5 years of experience in Front Office Quant roles and a Master’s degree in a quantitative discipline. You will work closely with teams to deliver robust production-ready analytics and tools within a hybrid working model.

Competitive salary packages and flexible working arrangements are offered.