OverviewNo espere a enviar su solicitud después de leer esta descripción; se espera un gran volumen de candidaturas para esta posibilidad.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 global bank, collaborating across teams to drive robust, scalable solutions.ResponsabilidadesDevelop, implement and maintain models to price and risk-manage fixed income derivativesExtend pricing libraries by improving tools/models and developing new onesUnderstand,



extend and support models in Capital and EOD PL&Risk; enginesProvide continuous support to the rates trading desk and other stakeholders (structuring, sales, risk)Ensure adherence to internal policies and regulatory guidelinesUnderstand customers’ needs and deliver high standards of serviceRequisitos principalesAround 5 years of experience developing/funding models for financial markets users and/or production integrationMSc in Mathematics, Physics, Computer Science or similar disciplinesStrong xhfqzwm knowledge of quantitative fixed income derivatives pricing models and theoryExperience in model calibration from design to production supportStrong programming skills in Python and C++Proficiency in English; Spanish is a plusAttention to detailProblem solvingTeamworkQuantitative fixed income derivatives pricing modelsModel calibration and production deploymentPython programming

📌 Fixed Income Sr Quant - Scib (Láncara)
🏢 Jobrapido
📍 Láncara