Senior Front Office Quant - FX & Rates (LatAm)

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

Job summary

Santander is seeking a Front Office Quantitative Analyst to join the New York Quant team. You will develop pricing, risk analytics, and market data infrastructure for linear interest rate and FX products across LATAM markets.

You will collaborate with Trading, Sales, Structuring, Risk, and Technology on scalable, high-performance systems. Responsibilities include building modern pricing libraries in Rust and Python, migrating from legacy C++ code, and empowering front-office applications with

Qualifications

• Master’s Degree in a related field or equivalent experience.
• PhD preferred in a related area.
• Strong programming skills in Python and modern C++.

Responsibilities

• Develop, enhance, and maintain pricing and risk analytics for linear interest rate and FX products.
• Design multi-curve construction frameworks for discounting and cross-currency pricing.
• Develop models and data infrastructure for LATAM markets.
• Build and extend quantitative libraries in Rust and Python APIs for front-office applications.
• Maintain and modernize C++ pricing libraries and improve performance.

Skills

Python

C++

Rust

APIs

Linux

Git/CI-CD

Education

Master’s Degree in related field

PhD preferred

Tools

QuantLib

Bloomberg

Murex

Summit

Job description

Santander is seeking a Front Office Quantitative Analyst to join the New York Quant team. You will develop pricing, risk analytics, and market data infrastructure for linear interest rate and FX products across LATAM markets.

You will collaborate with Trading, Sales, Structuring, Risk, and Technology on scalable, high-performance systems. Responsibilities include building modern pricing libraries in Rust and Python, migrating from legacy C++ code, and empowering front-office applications with