Quantitative Analyst

Quantitative Analyst

Country: Spain

WHAT YOU WILL BE DOING

SCIB is looking for a Quantitative Analyst , based in our Boadilla del Monte office.

WHY YOU SHOULD CONSIDER THIS OPPORTUNITY

Santander Corporate & Investment Banking (SCIB) is Santander's global division that supports some of the world's most complex and sophisticated corporate and institutional clients, offering customized services and value-added wholesale products to best meet their needs.

Santander is proud of being an organization where there are equal opportunities regardless of gender identity, culture and disability. Our mission is to contribute to help more people and business prosper.

We embrace a strong risk culture and all of our professionals at all levels are expected to take a proactive and responsible approach toward risk management.

WHAT YOU WILL BE DOING

As a Quantitative Analyst you will develop, implement, and maintain models to price and risk manage Equity derivatives and Equity structured products within global markets activities.

We need someone like you to help us in different fronts:

• Extend the pricing capabilities of the Quant libraries by improving the existing models and tools, and developing new ones.
• Understand, extend, and support the models integrated in the official Capital and EOD PL&Risk engines.
• Provide continuous support to the Equity Derivatives trading desk in their use of quant models and surrounding ecosystem of systems and tools, including risk management and market making systems and automated pricing platforms. Also, support the rest of stakeholders involved in Equity Derivatives business (structuring, sales, risk...).
• Ensure awareness of and adherence to the internal policies of the bank and legislative/regulatory guidelines of relevant external authorities.
• Understanding of customers’ needs and consistently striving to provide the highest standards of service, deliver on promises.

EXPERIENCE

• Minimum 1 year of experience developing models for financial markets business users and/or integrating models in the official production environment.

EDUCATION

• Msc in Mathematics, Physics, Computer Science, or similar STEM based disciplines. Master in Quantitative Finance is a plus.

SKILLS & KNOWLEDGE

• Knowledge in quantitative Equity derivatives pricing models and theory.
• Good experience developing models for business users, including model calibration, from model design to validation, release and support in production.
• Good programming skills, preferably C++ and Python.
• Being able to work comfortably in English required, Spanish is a plus.
• Strong interpersonal skills and a desire to work in a team environment.

SCIB

Idiomas :

• Spanish