Vp, Senior Quantitative Analyst - Credit/hybrid | Scib

Santander

London, United Kingdom
Competitive salary; eligible for discretionary per...
Hybrid
Extensive experience in credit or hybrid quantitative roles
Excellent programming skills in c++ and python
Solid understanding of credit products and risk methodologies
The role involves developing, debugging, and implementing pricing and risk analytics in C++ for flow, structured, and hybrid credit desks

Job Summary

  • The role involves developing, debugging, and implementing pricing and risk analytics in C++ for flow, structured, and hybrid credit desks.
  • Candidates will collaborate closely with traders and structurers to design new products and improve pricing frameworks.
  • The position offers a competitive salary, discretionary performance-related annual bonus, and a tailored benefits package including pension contributions.

Matching Summary

The role involves developing, debugging, and implementing pricing and risk analytics in C++ for flow, structured, and hybrid credit desks.

Salary

Competitive salary; Eligible for discretionary performance-related annual bonus; Pension: 8% employer contribution (up to 12.5% total)

Skills & Requirements

Must-have

  • Extensive experience in Credit or Hybrid quantitative roles
  • Excellent programming skills in C++ and Python
  • Solid understanding of credit products and risk methodologies
  • Higher qualification in Math, Physics or related mathematical degree

Nice-to-have

  • PhD in Mathematics or Physics
  • Proactive delivery-oriented mindset
  • Strong problem-solving skills in fast-paced environments

Key Requirements

  • Higher qualification in Math's, Physics or relevant mathematical based degree
  • Extensive experience in Credit, Hybrid, XVA or Structured Rates quantitative role

Work Rights

Not specified

Tailored Resume

Cover Letter