Vp, Senior Quantitative Analyst - Credit/hybrid | Scib

Santander Corporate & Investment Banking (SCIB)

London, United Kingdom
Competitive salary; discretionary performance-rela...
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 Credit Front Office Quant team is responsible for developing pricing and risk models for credit trading, structuring, and sales teams

Job Summary

  • The Credit Front Office Quant team is responsible for developing pricing and risk models for credit trading, structuring, and sales teams.
  • Candidates will enhance core quantitative libraries and implement analytics in C++ while contributing to data-driven workflows using Python.
  • The role offers a competitive salary with an 8% pension contribution, 30 days' holiday, and company-funded private medical insurance.

Matching Summary

The Credit Front Office Quant team is responsible for developing pricing and risk models for credit trading, structuring, and sales teams.

Salary

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

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 relevant mathematical degree

Nice-to-have

  • PhD in Math, Physics or relevant mathematical based degree
  • Proactive delivery-oriented mindset
  • Strong problem-solving skills in fast-paced environment

Key Requirements

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

Work Rights

Not specified

Tailored Resume

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