Front Office Quant – Rates & FX Pricing Lead

Santander Consumer USA Inc.; New York (NY); On-site; USD 225,000 - 255,000; Full time

Job summary

Santander Consumer USA Inc. is seeking an experienced Front Office Quantitative Analyst in New York to join the Quant team supporting Latin America Rates and FX.

You will develop, implement, and maintain pricing, risk, and market analytics across regional and offshore Latin American markets, collaborating with Trading, Sales, Structuring, Risk, and Technology. The role sits at the intersection of quantitative research, technology, and trading, with opportunities to build modern pricing

Qualifications

• Approx. 3+ years of experience in Front Office Quantitative Analytics, Quantitative Development, Financial Engineering, or related roles supporting trading businesses.
• Proven experience developing pricing models, market data frameworks, and curve construction methodologies for interest rate and FX products.
• Experience supporting production trading environments and working directly with Front Office stakeholders.
• Experience with Latin American markets, emerging market rates, offshore trading environments, or cross‑currency products is highly desirable

Responsibilities

• Develop, enhance, and maintain pricing and risk analytics for linear interest rate and FX products.
• Design and enhance multi‑curve construction frameworks for discounting, forwarding, collateral, and cross‑currency basis.
• Develop quantitative models and market data infrastructure for Latin American markets.
• Contribute to development of next‑gen quantitative library in Rust and Python APIs.
• Maintain and enhance existing C++ pricing libraries and migrate toward scalable architectures.
• Design and extend APIs for integration across pricing, risk, and trading platforms.
• Develop pricing, risk management, and market‑making tools used by Sales and Trading.

Skills

Python

C++

Rust

APIs

Linux

Git

CI/CD

Education

Master's Degree

PhD

Tools

QuantLib

Bloomberg

Murex

Summit

GitHub

Job description

Santander Consumer USA Inc. is seeking an experienced Front Office Quantitative Analyst in New York to join the Quant team supporting Latin America Rates and FX.

You will develop, implement, and maintain pricing, risk, and market analytics across regional and offshore Latin American markets, collaborating with Trading, Sales, Structuring, Risk, and Technology. The role sits at the intersection of quantitative research, technology, and trading, with opportunities to build modern pricing