Fixed Income Sr Quant - Scib

SANTANDER CONSUMER BANK S.p.A

Boadilla del Monte, Spain
Fixed income derivatives pricing models
Python and c++ programming skills
Model calibration and production support
The role involves developing and maintaining quantitative models for pricing and risk management of fixed income derivatives

Job Summary

  • The role involves developing and maintaining quantitative models for pricing and risk management of fixed income derivatives.
  • Candidates must have experience integrating models into official Capital and EOD PL&Risk engines.
  • Santander offers a strong risk culture with equal opportunities regardless of gender identity, culture, and disability.

Matching Summary

The role involves developing and maintaining quantitative models for pricing and risk management of fixed income derivatives.

Skills & Requirements

Must-have

  • Fixed Income Derivatives Pricing Models
  • Python and C++ Programming Skills
  • Model Calibration and Production Support

Nice-to-have

  • Spanish Language Proficiency
  • Strong Risk Management Culture
  • Collaborative Team Environment

Key Requirements

  • Master's degree in Maths, Physics, or Computer Science
  • 5+ years of experience in financial modeling
  • Engineering Master Degree with 5 years experience

Work Rights

Not specified

Tailored Resume

Cover Letter