Front Office Xva Quant

Santander

Madrid, Spain
Competitive salary; performance-based bonuses; pre...
Hybrid
Strong programming skills in python and c++
Foundational knowledge of fixed income derivatives
Solid understanding of options pricing theory
The role involves contributing to the design and implementation of pricing and risk libraries covering both mathematical modeling and software development

Job Summary

  • The role involves contributing to the design and implementation of pricing and risk libraries covering both mathematical modeling and software development.
  • Candidates will build pricing, risk-management, and market-making tools for trading desks while partnering with Trading, Sales, and Risk teams.
  • Santander offers a competitive reward package including performance-based bonuses, hybrid working models, and access to global learning platforms.

Matching Summary

The role involves contributing to the design and implementation of pricing and risk libraries covering both mathematical modeling and software development.

Salary

Competitive salary; Performance-based bonuses; Preferential banking terms, life insurance, meal subsidy

Skills & Requirements

Must-have

  • Strong programming skills in Python and C++
  • Foundational knowledge of fixed income derivatives
  • Solid understanding of options pricing theory
  • English language proficiency required

Nice-to-have

  • Previous experience in front-office quantitative team
  • MSc or PhD in quantitative discipline
  • Spanish language proficiency preferred
  • Critical thinking and creative problem solving

Key Requirements

  • Bachelor's degree in Engineering, Physics, Mathematics, or quantitative discipline
  • MSc and/or PhD highly valuable
  • No specific professional experience required but previous front-office experience is an advantage

Work Rights

Not specified

Tailored Resume

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