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 hybrid work model
general learning platform (SantanderOpen Academy)
competitive rewards and performance-based bonuses
BeHealthy wellness program
childcare support
Santander Contigo advisory services
Responsabilidades 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 deliverables
Requisitos principales 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 u

📌 Linear Rates Quant (Madrid)
🏢 Grupo Santander
📍 Madrid