Front-Office Inflation Quant: Pricing & Modelling
Santander Corporate & Investment Banking
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Benefits offered by this job
Job summary
Santander Corporate & Investment Banking is seeking an Inflation Quant in London to shape the inflation curve and derivatives pricing libraries used by trading desks globally. You will focus on pricing analytics, curve construction and optionality, with ownership from research to production across Python, C++ and Rust.
The role offers interaction with traders, structuring and risk teams, plus opportunities to migrate legacy libraries to a modern platform and contribute to high-impact production
Qualifications
- MSc or equivalent in a quantitative field such as Mathematics, Physics, Engineering or Quant Finance.
- Experience developing models for options or exotic derivatives in a Front Office Quant setting.
- Strong knowledge of interest-rate and/or inflation derivatives modelling.
- Practical experience with inflation and/or rates curve construction, including calibration/interpolation.
Responsibilities
- Design, develop and maintain models for inflation-linked products (inflation swaps, YoY, LPI, caps/floors, Bermudan options).
- Research and calibrate pricing models for inflation options and related volatility analytics.
- Develop and enhance inflation curve-construction methodologies and calibration techniques.
- Build production analytics for pricing, risk, calibration and scenario analysis across inflation and related Rates products.
- Collaborate with Structuring and Trading from ideation to production, documenting methodologies clearly.
Skills
Education
Tools
Job description
Santander Corporate & Investment Banking is seeking an Inflation Quant in London to shape the inflation curve and derivatives pricing libraries used by trading desks globally. You will focus on pricing analytics, curve construction and optionality, with ownership from research to production across Python, C++ and Rust.
The role offers interaction with traders, structuring and risk teams, plus opportunities to migrate legacy libraries to a modern platform and contribute to high-impact production
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