Front Office Xva Quant

SANTANDER CONSUMER BANK S.p.A

Madrid, Spain
Competitive salary; performance-based bonuses; pre...
**
Strong programming skills in python
Strong programming skills in c++
Foundational knowledge of fixed income derivatives
** Santander Consumer Bank is seeking a Front Office XVA Quant in Madrid, Spain, as part of their Global Markets team. The role involves developing and maintaining pricing libraries across various asset classes, emphasizing innovation and collaboration in a hybrid work environment. **

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 and responsible approach toward risk management.
  • Employees benefit from a hybrid working model, competitive rewards with performance-based bonuses, and access to global learning platforms.

Matching Summary

Match Score: 75

** Santander Consumer Bank is seeking a Front Office XVA Quant in Madrid, Spain, as part of their Global Markets team. The role involves developing and maintaining pricing libraries across various asset classes, emphasizing innovation and collaboration in a hybrid work environment. **

Salary

Competitive salary; Performance-based bonuses; Preferential banking terms, life insurance, meal subsidy, gym membership

Skills & Requirements

Must-have

  • Strong programming skills in Python
  • Strong programming skills in C++
  • Foundational knowledge of fixed income derivatives
  • Solid understanding of options pricing theory
  • Understanding of quantitative modeling
  • English language proficiency

Nice-to-have

  • Previous front-office quantitative team experience
  • MSc or PhD in quantitative discipline
  • Spanish language proficiency
  • Ability to explain technical findings to non-technical stakeholders
  • Critical thinking with creative problem-solving

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

Cover Letter