Linear Rates Quant (Boadilla del Monte)

Linear Rates Quant (Boadilla del Monte)

12 ago
|
Santander Corporate & Investment Banking
|
Boadilla del Monte

12 ago

Santander Corporate & Investment Banking

Boadilla del Monte

Linear Rates Quant (Associate Level) – Madrid

Revise detenidamente toda la documentación de la solicitud antes de hacer clic en el botón de solicitar al final de esta descripción.
Santander ( ) is evolving from a global, high-impact brand into a technology‑driven organization, and our people are at the heart of this journey. Together, we are driving a customer‑centric transformation that values bold thinking, innovation, and the courage to challenge what’s possible. It’s a chance for driven professionals to grow, learn, and make a real difference. Our mission is to help more people and businesses prosper. We embrace a strong risk culture and expect all professionals at all levels to take a proactive and responsible approach toward risk management.

Santander Corporate & Investment Banking (Santander CIB) is Santander’s integral division that supports some of the world’s most complex and sophisticated corporate and institutional clients, offering customised services and value‑added wholesale products to best meet their needs.





The Front Office Quant area is in charge of the development of the pricing and risk models, as well as the pricing tools for Sales and trading teams. As part of the ‘Linear Rates & Inflation Products Quants’ team, the focus of this position will be on the development of the pricing libraries for Linear Rates models as well as the curves library.

Responsibilities

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- Develop, implement, and maintain pricing analytics for Linear Rates and Inflation products, with a focus on swaps and bonds.
- Contribute to the build‑out of the new linear quant library in Rust and its Python APIs for front‑office usage.
- Maintain and enhance legacy C++ pricing components, and support migration/interoperability between C++ and Rust libraries.
- Design and improve curve construction frameworks used in pricing and risk.
- Partner closely with Trading, Sales, Structuring, and Technology to deliver robust, production‑ready analytics and tools.
- Investigate pricing/r

📌 Linear Rates Quant (Boadilla del Monte)
🏢 Santander Corporate & Investment Banking
📍 Boadilla del Monte

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