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