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
Santander is seeking a Front Office XVA Quant for their Madrid office, focusing on the development and enhancement of pricing libraries for various asset classes. The role emphasizes innovation and collaboration, aiming to contribute to the company's transformation into a technology-driven organization

Job Summary

  • The role involves contributing actively to the design and implementation of pricing and risk libraries covering both mathematical modeling and software development.
  • Santander is evolving into a technology-driven organization where professionals are expected to take a proactive approach toward risk management.
  • Employees enjoy flexible hybrid working models, competitive rewards with performance-based bonuses, and access to global learning platforms.

Matching Summary

Match Score: 85

Santander is seeking a Front Office XVA Quant for their Madrid office, focusing on the development and enhancement of pricing libraries for various asset classes. The role emphasizes innovation and collaboration, aiming to contribute to the company's transformation into a technology-driven organization.

Salary

Competitive salary; Performance-based bonuses; Preferential banking terms, life insurance, gym membership, 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
  • Knowledge of quantitative modeling and probability theory
  • English language proficiency required

Nice-to-have

  • Previous experience in a front-office quantitative team
  • MSc or PhD in Engineering, Physics, or Mathematics
  • Spanish language proficiency preferred
  • Ability to explain technical findings to non-technical stakeholders
  • Critical thinking with creative problem-solving skills

Key Requirements

  • Bachelor's degree in Engineering, Physics, Mathematics, or quantitative discipline
  • MSc and/or PhD highly valuable
  • English (Required)
  • Spanish (Preferred)

Work Rights

Not specified

Tailored Resume

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