Fixed Income Sr Quant - Scib

  • Monte
  • Banco Santander S.a.

Fixed Income Sr Quant - SCIB

Country: Spain

SCIB is looking for a Fixed Income Sr Quant - SCIBbased in our Boadilla del Monte office.


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.


As a Fixed Income Sr Quant - SCIB , your mission would be to develop, implement and maintain models to price and risk manage fixed income derivatives within global markets activities, supporting the trading desk in their whole activity and interacting with various stakeholders.**

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

  • Extend the pricing capabilities of the quant libraries implementing new features and improving the existing tools/models for new requirements or products.
  • Develop new models to price different products required by trading.
  • Understand, extend and support the models integrated in the official Capital and EOD PL&Risk engines
  • Provide continuous support to the non linear rates trading desk in their use of front office quant tools and models. Also, support the rest of stakeholders involved in rates 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.


  • At least 5 years of experience developing pricing models for financial markets business users and/or integrating models in the official production environment.


  • Msc in Maths, Physics, Computer Science, or similar mathematical based disciplines


  • Knowledge in quantitative fixed income derivatives pricing models, probability and stochastic calculus for finance.
  • Good experience developing models for business users, including model calibration, from model design to release and support in production.
  • Good programming skills, preferably Python and C++
  • Experience in multifactor models is a plus.
  • Being able to work comfortably in English required.


Idiomas :

  • Spanish