Overview

In this role you will develop, implement and maintain models to price and risk manage fixed income derivatives within global markets. You will extend pricing libraries, support official engines, and assist the rates trading desk and other stakeholders. You will work within a strong risk culture to deliver reliable models and tools that meet regulatory and internal standards. This is an opportunity to shape front-office analytics in a leading general bank, collaborating across teams to drive robust, scalable solutions.

Responsabilidades

- Develop, implement and maintain models to price and risk-manage fixed income derivatives
- Extend pricing libraries by improving tools/models and developing new ones
- Understand, extend and support models in Capital and EOD PL&Risk; engines
- Provide continuous support to the rates trading desk and other stakeholders (structuring, sales, risk)




- Ensure adherence to internal policies and regulatory guidelines
- Understand customers’ needs and deliver high standards of service

Requisitos principales

- Around 5 years of experience developing/funding models for financial markets users and/or production integration
- MSc in Mathematics, Physics, Computer Science or similar disciplines
- Strong knowledge of quantitative fixed income derivatives pricing models and theory
- Experience in model calibration from design to production support
- Strong programming skills in Python and C++
- Proficiency in English; Spanish is a plus

- Attention to detail
- Problem solving
- Teamwork
- Quantitative fixed income derivatives pricing models
- Model calibration and production deployment
- Python programming

📌 Fixed Income Sr Quant - SCIB (Boadilla del Monte)
🏢 Grupo Santander
📍 Boadilla del Monte