Non-Linear Rates Quant — Hybrid, Global Quant Tech Role

Santander; Boadilla del Monte; Híbrido; EUR 50.000 - 70.000; Jornada completa

Descripción de la vacante

A leading global bank is seeking a Non-Linear Rates Quant for their Front Office team in Madrid. The role focuses on developing pricing models and quantitative tools to support trading operations. Candidates should have a Bachelor’s degree in a quantitative field, proficiency in Python and C++, and a strong understanding of financial markets. This position offers a hybrid working model with opportunities for professional growth and competitive rewards.

Servicios

Hybrid working model

Competitive salary and performance bonuses

Childcare support

Gym/WellHub membership

Medical centres and meal subsidies

Access to global learning platforms

Formación

• Minimum years of experience in financial markets (Required).
• Fluent in English (Required).
• Proficiency in computer programming languages such as Python and C++ (Required).
• Basic knowledge of fixed income derivatives (Required).
• Understanding of options pricing theory and quantitative models (Required).
• Excellent communication skills and ability to explain technical results (Required).

Responsabilidades

• Develop pricing models and support trading operations.
• Contribute to design and implementation of pricing libraries.
• Develop market-making tools for trading desks.
• Refine existing quantitative frameworks and tools.
• Write mathematical and technical documentation.
• Support Trading, Sales, and Risk areas.

Conocimientos

Python

C++

Fixed income derivatives

Options pricing theory

Quantitative models

Critical thinking

Communication skills

Educación

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

MSc or PhD in a quantitative discipline

Descripción del empleo

A leading global bank is seeking a Non-Linear Rates Quant for their Front Office team in Madrid. The role focuses on developing pricing models and quantitative tools to support trading operations. Candidates should have a Bachelor’s degree in a quantitative field, proficiency in Python and C++, and a strong understanding of financial markets. This position offers a hybrid working model with opportunities for professional growth and competitive rewards.