Senior FX Options Quant - Front-Office Modelling

Santander UK plc.; Greater London; In loco; GBP 120.000 - 170.000; Tempo pieno

Vantaggi offerti da questo lavoro

Discretionary annual bonus

8% pension contribution

30 days holiday + 1 after 5 yrs

Private medical insurance

Family health benefits

Death-in-service & income protection

Share save plans

Descrizione del lavoro

Santander UK plc. is seeking an experienced quant for the FX Quants team in London. You’ll develop, extend and maintain pricing and risk models for FX products, collaborating with traders and sales across international offices.

You should have strong C++ and Python programming skills, deep FX valuation knowledge, and a mathematics-based degree. You’ll design libraries, implement pricing engines, and contribute to QA and documentation for stakeholders.

Competenze

• Experience in a quantitative role
• Deep knowledge of FX products and valuation
• Strong programming in C++ and Python
• Advanced degree in a mathematical field
• Creative thinker with the ability to make decisions under pressure
• Knowledge of options pricing theory and stochastic processes
• Excellent problem solving and communication abilities

Mansioni

• Develop, extend and maintain FX model libraries
• Design pricing and risk libraries for FX products
• Interact with traders and sales across international offices
• Collaborate with local and global quants for coverage
• Improve testing processes in quantitative libraries and tools
• Provide mathematical and technical documentation to stakeholders

Conoscenze

FX knowledge

C++

Python

Math degree

Problem solving

Pricing theory

Stochastic processes

Interpersonal skills

Formazione

Math/related degree

PhD (nice to have)

Descrizione del lavoro

Santander UK plc. is seeking an experienced quant for the FX Quants team in London. You’ll develop, extend and maintain pricing and risk models for FX products, collaborating with traders and sales across international offices.

You should have strong C++ and Python programming skills, deep FX valuation knowledge, and a mathematics-based degree. You’ll design libraries, implement pricing engines, and contribute to QA and documentation for stakeholders.