FX Options Quant VP — Innovative Pricing & Risk

Santander Corporate & Investment Banking; Greater London; Sur place; GBP 90 000 - 140 000; Plein temps

Avantages offerts par ce poste

Discretionary annual bonus

Competitive pension contributions (8%+

Private medical insurance

31 days holiday

Résumé du poste

Santander Corporate & Investment Banking in London is seeking a Front Office Quant to develop pricing and risk models for FX derivatives, collaborating with traders and sales globally. You will extend existing models, design pricing libraries, and contribute to risk analytics.

The role requires deep quantitative skills, strong programming in C++ and Python, and a relevant math-based degree. London-based office, strong collaboration across geographies, and a focus on high-quality, robust tooling.

Qualifications

• Previous experience in a similar quantitative role.
• In-depth knowledge of Foreign Exchange products and valuation.
• An excellent problem solver who can contribute with innovative ideas.
• Knowledge of options pricing theory, quantitative models, probability theory and stochastic processes.

Responsabilités

• Develop pricing and risk models for FX derivatives and related products.
• Interact with traders and sales across international offices to explain modelling assumptions and risk implications.
• Design and extend pricing libraries and APIs; implement efficient risk frameworks.
• Support Trading, Sales and Risk teams and provide mathematical documentation.

Connaissances

C++

Python

Quantitative analysis

Problem solving

Formation

Mathematics/Statistics/Physics/Engineering degree

Description du poste

Santander Corporate & Investment Banking in London is seeking a Front Office Quant to develop pricing and risk models for FX derivatives, collaborating with traders and sales globally. You will extend existing models, design pricing libraries, and contribute to risk analytics.

The role requires deep quantitative skills, strong programming in C++ and Python, and a relevant math-based degree. London-based office, strong collaboration across geographies, and a focus on high-quality, robust tooling.