Fixed Income Sr Quant - Scib

Santander UK

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 models to price and risk manage fixed income derivatives for global markets

Job Summary

  • The role involves developing and maintaining models to price and risk manage fixed income derivatives for global markets.
  • Candidates must have around 5 years of experience integrating models into official production environments.
  • Santander offers a strong risk culture with equal opportunities regardless of gender identity, culture, and disability.

Matching Summary

The role involves developing and maintaining models to price and risk manage fixed income derivatives for global markets.

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 culture awareness
  • Experience with Capital engines

Key Requirements

  • MSc in Maths, Physics, or Computer Science
  • More than 5 years of relevant work experience
  • Engineering Master Degree required

Work Rights

Not specified

Tailored Resume

Cover Letter