Front Fi Quant - Scib

FRONT FI QUANT - SCIB

Country: Spain

WHAT YOU WILL BE DOING

Santander Corporate & Investment Banking is looking for a Front FI Quant , based in our MADRID 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 Front FI Quant , you will:

• Use your programming skills to implement the models in the FO analytic library, using leading edge techniques like algorithmic differentiation
• Collaborate closely with Trading, Sales and Risk Teams, and Quant teams in other locations.

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

• Close support to the Trading Desk, collaborating as well with other teams like risks, technology
• Analyze the behavior of different models to find their suitability for different products
• Create specific reports for trading and risk
• Develop and extend new and existing models, enhancing existing trading tools and creating new ones

EXPERIENCE

• At least 4 years of experience as a Front Office Quant, or similar position.

EDUCATION

SKILLS & KNOWLEDGE

• Knowledge of Python, modern C++, and Excel.
• Deep mathematical capabilities, with knowledge of financial mathematics.
• Knowledge of Interest Rates models: BGM, QGM, LGM, SABR, others.
• Knowledge of pricing Methods - MonteCarlo, grid, trees.
• Analytical and problem-solving skills.
• Good at communication and documenting (LaTeX preferred).
• Knowledge of Interest Rates products and models will be appreciated.

OTHER INFORMATION

• Fluent English required
• Spanish desirable
• If you want to know more about us, follow us on: _
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Idiomas :

• Spanish