Senior Inflation Quant & Front-Office Tooling Lead

Banco Santander SA; Greater London; Hybrid; GBP 120,000 - 180,000; Full time

Benefits offered by this job

Discretionary bonus

Pension scheme 8%

Private medical insurance

23–30 days holiday

Job summary

Santander Corporate & Investment Banking in London is seeking a Vice President – Inflation Quant to shape inflation curves and pricing libraries used by trading teams. You will work on modelling inflation derivatives, volatility analytics and production analytics across Python, C++, and Rust.

This role sits at the heart of research, trading and technology. You will collaborate with traders, structurers and tech teams, translating research into robust, production-ready analytics with a focus on

Qualifications

• MSc or equivalent in a quantitative discipline.
• Professional experience developing pricing models for options/exotics in a front-office context.
• Strong knowledge of interest-rate and/or inflation derivatives modelling.

Responsibilities

• Design, develop and maintain models for inflation swaps, YoY and LPI structures, caps/floors and Bermudan options.
• Research and calibrate pricing models for inflation options and volatility analytics.
• Develop inflation curve-construction methodologies and robust production analytics.

Skills

MSc in quantitative field

Pricing models

Inflation/interest-rate derivatives

Python/C++/Rust

Model validation

Education

MSc in Mathematics/Physics/Engineering/CS/Quant Finance

PhD (desirable)

Tools

Python

C++

Rust

NumPy/SciPy/pandas

Job description

Santander Corporate & Investment Banking in London is seeking a Vice President – Inflation Quant to shape inflation curves and pricing libraries used by trading teams. You will work on modelling inflation derivatives, volatility analytics and production analytics across Python, C++, and Rust.

This role sits at the heart of research, trading and technology. You will collaborate with traders, structurers and tech teams, translating research into robust, production-ready analytics with a focus on