Lead Inflation Quant – Front Office, London

Banco Santander SA; Greater London; On-site; GBP 120,000 - 190,000; Full time

Benefits offered by this job

Discretionary bonus

Pension plan

Private medical insurance

Holiday entitlement

Job summary

Santander Corporate & Investment Banking in London seeks a Vice President - Inflation Quant to shape the inflation curve and derivatives pricing libraries across research, development and production environments.

You will work with Python, C++, and Rust, collaborating with traders, structurers and technology teams to translate modelling into actionable pricing tools and robust analytics.

Qualifications

• Masters degree in a quantitative field is required.
• Professional experience developing pricing models for options/exotics in a financial institution.
• Strong knowledge of interest-rate and/or inflation derivatives modelling.
• Experience in inflation curve construction, calibration/interpolation.
• Proficient in Python/C++ with NumPy/SciPy/pandas.
• Familiarity with model-validation and governance processes.
• Excellent written and verbal communication skills.

Responsibilities

• Design, develop and maintain models for inflation swaps, YoY and LPI structures, caps/floors, Bermudan options and other inflation-linked optionality.
• Research, calibrate pricing models for inflation options and related volatility analytics.
• Develop and enhance inflation curve-construction methodologies (calibration, interpolation, extrapolation).
• Build production analytics for pricing, risk, calibration and scenario analysis with accuracy and performance.
• Develop modelling solutions for structured products with inflation components and collaborate with Traders/Structurers.
• Produce robust model documentation and present methodologies to stakeholders.
• Implement and support production analytics in Python, C++, and Rust.

Skills

Python

C++

NumPy

SciPy

Pandas

Mathematical modelling

Model validation

Communication

Teamwork

Rust

Education

MSc in quantitative field

PhD in Mathematics/Physics/Engineering/CS/Quantitative Finance

Tools

Rust

Job description

Santander Corporate & Investment Banking in London seeks a Vice President - Inflation Quant to shape the inflation curve and derivatives pricing libraries across research, development and production environments.

You will work with Python, C++, and Rust, collaborating with traders, structurers and technology teams to translate modelling into actionable pricing tools and robust analytics.