Overview
¿Tiene las siguientes habilidades, experiencia e impulso para tener éxito en este puesto? Descúbralo a continuación.
In this role you will develop, implement and maintain models to price and risk manage fixed income derivatives within general 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 global 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 xqbhyrx 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 (Madrid)
🏢 Grupo Santander
📍 Madrid