03 ago
|
Grupo Santander
|
Boadilla del Monte
03 ago
Grupo Santander
Boadilla del Monte
Experteer Overview Join Santander CIB as a Linear Rates Quant Associate, centered on pricing analytics for linear rates and inflation products. You will help build and maintain pricing libraries and curve construction frameworks, collaborating with Trading, Sales, Structuring and Technology. The role blends research, software development, and production support in a fast-paced front-office setting. You’ll work at the intersection of technology and markets, shaping pricing tools used by traders. This is a high-impact opportunity to advance risk-aware analytics in a global team.Compensaciones / Beneficios
- Develop, implement, and maintain pricing analytics for linear rates and inflation products (swaps and bonds)
- Contribute to building a new linear quant library in Rust and Python APIs for front-office use
- Maintain and evolve legacy C++ pricing components and enable migration to Rust
- Design and improve curve construction frameworks used in pricing and risk
- Collaborate with Trading, Sales, Structuring, and Technology to deliver production-ready analytics
- Investigate pricing/risk discrepancies and deliver high-quality fixes within timelines
- Support model governance via testing, documentation,
and validation deliverablesResponsabilidades
- 2–5 years of Front Office Quant, Quant Developer, or Financial Engineering experience in Rates/Inflation
- Hands-on experience delivering pricing analytics and curve construction for linear fixed-income products in production environments
- Master’s degree in a quantitative discipline (e.G., Quantitative Finance, Financial Engineering, Mathematics, Physics, Statistics, or Computer Science)
- English required; Spanish preferred
- Strong software engineering skills in Rust and Python (API design/integration) and solid C++ knowledge
- Solid understanding of fixed-income methods: curve bootstrapping/construction, discounting/forwarding, pricing/risk of linear rates and inflation products
- Experience with performance optimization, numerical robustness, testing, and production support of front-office analyticsRequisitos principales
- hybrid work model
- general learning platform (SantanderOpen Academy)
- competitive rewards and performance-based bonuses
- BeHealthy wellness program
- childcare support
- Santander Contigo advisory services
📌 Linear Rates Quant (Associate Level) (Boadilla del Monte)
🏢 Grupo Santander
📍 Boadilla del Monte