Front Fx Quant - Scib

  • Monte
  • Banco Santander S.a.

FRONT FX QUANT - SCIB

Country: Spain

WHAT YOU WILL BE DOING

SCIB is looking for a Front FX Quant , based in our Boadilla del Monte (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 FX Quant , you will work at the nexus of Financial pricing theory, applied mathematics, programming and technology, risk management and markets.

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

  • Develop and maintain and implement FX option models for pricing and risk management.
  • Collaborate and coordinate with many Information Technology groups
  • Support the trading and sales desks around the world and facilitate communication between all stake holders.
  • A qualified applicant that becomes a new member of the team will be expected to take on responsibility for projects of their own after a learning period.

EXPERIENCE

  • 7 years of experience working as a Front Office Quant, or similar position

EDUCATION

  • Degree in mathematics or quantitative science. Advanced degrees preferred.

SKILLS & KNOWLEDGE - Mathematical Theory :

  • Stochastic Calculus

  • Probability Theory

  • Differential Equations

  • Linear Algebra. - Numerical Techniques :

  • Finite Difference solutions of PDEs

  • Monte Carlo

  • Numerical Integration

  • Interpolation

  • Programming: C++, Python and excel.

  • Good communications skills: Ability to explain complex mathematical concepts in intuitive terms

  • High level of English (Spanish desirable)

  • If you want to know more about us, follow us on: _

  • Visit our website: _

Idiomas :

  • Spanish