Vice President, Quantitative Analyst – Fx Options | Scib

Santander

London, United Kingdom
Competitive salary; discretionary performance-rela...
In-depth knowledge of foreign exchange products
Excellent programming skills in c++ and python
Knowledge of options pricing theory and stochastic processes
The Front office Quant area is responsible for the development of pricing and risk models for Sales and trading teams

Job Summary

  • The Front office Quant area is responsible for the development of pricing and risk models for Sales and trading teams.
  • You will interact with traders and sales in international offices to explain modelling assumptions and risk implications.
  • Eligible candidates receive a competitive salary, discretionary performance-related annual bonus, and an 8% company pension contribution.

Matching Summary

The Front office Quant area is responsible for the development of pricing and risk models for Sales and trading teams.

Salary

Competitive salary; Discretionary performance-related annual bonus; 8% pension contribution plus benefits package

Skills & Requirements

Must-have

  • In-depth knowledge of Foreign Exchange products
  • Excellent programming skills in C++ and Python
  • Knowledge of options pricing theory and stochastic processes
  • Higher qualification in a relevant mathematical based degree
  • Experience in a similar quantitative role

Nice-to-have

  • PhD in a relevant mathematical based degree
  • Familiarity with Stochastic-Local volatility models
  • Experience implementing PDE or Monte Carlo pricing engine
  • Fluency in additional languages especially Spanish
  • Creative thinker able to make decisions under pressure

Key Requirements

  • Previous experience in a similar quantitative role
  • Higher qualification in a relevant mathematical based degree
  • Excellent problem solving abilities

Work Rights

Not specified

Tailored Resume

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