VP Front Office Quant – LatAm Rates & FX

Banco Santander SA; New York (NY); On-site; USD 225,000 - 255,000; Full time

Job summary

Banco Santander seeks a Senior Front Office Quantitative Analyst to develop pricing and risk analytics for linear interest rate and FX products, covering LATAM markets from New York. You will contribute to multi-curve frameworks, build pricing libraries, and collaborate with Trading, Structuring, and Technology to support Latin America franchises.

The role requires 3+ years in Front Office Quant or related fields, strong Python and C++ skills, and a track record in production trading

Qualifications

• Master's degree in a related field or equivalent demonstrated through work experience.
• PhD in a related field is preferred.
• CQF or FRM certifications are a plus.

Responsibilities

• Develop, implement pricing and risk analytics for rates and FX products.
• Design and extend multi-curve construction frameworks for discounting and forwarding.
• Maintain and migrate C++ pricing libraries toward Rust-based architectures.
• Collaborate with Traders, Risk, Structuring and Technology to deploy scalable systems.

Skills

Python

C++

Rust

Quantitative analytics

Education

Master's degree

PhD

Tools

QuantLib

Bloomberg

Job description

Banco Santander seeks a Senior Front Office Quantitative Analyst to develop pricing and risk analytics for linear interest rate and FX products, covering LATAM markets from New York. You will contribute to multi-curve frameworks, build pricing libraries, and collaborate with Trading, Structuring, and Technology to support Latin America franchises.

The role requires 3+ years in Front Office Quant or related fields, strong Python and C++ skills, and a track record in production trading