Vice President, Quantitative Analyst – Fx Options | Scib

Santander UK

London, United Kingdom
Competitive salary; eligible for discretionary per...
In-depth knowledge of foreign exchange products
Excellent programming skills in c++ and python
Higher qualification in mathematical based degree
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% 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; Eligible for discretionary performance-related annual bonus; Pension: 8% employer contribution plus benefits

Skills & Requirements

Must-have

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

Nice-to-have

  • PhD in relevant mathematical based degree
  • Fluency in additional languages especially Spanish
  • Familiarity with Stochastic-Local volatility models
  • Experience implementing PDE or Monte Carlo pricing engine
  • 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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