26 sep
|
Jobrapido
|
Boadilla del Monte
26 sep
Jobrapido
Boadilla del Monte
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 integral team.
Compensaciones / Beneficioshybrid work modelglobal learning platform (SantanderOpen Academy)competitive rewards and performance-based bonusesBeHealthy wellness programchildcare supportSantander Contigo advisory services ResponsabilidadesDevelop, 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 useMaintain and evolve legacy C++ pricing components and enable migration to RustDesign and improve curve construction frameworks used in pricing and riskCollaborate with Trading, Sales, Structuring, and Technology to deliver production-ready analyticsInvestigate pricing/risk discrepancies and deliver high-quality fixes within timelinesSupport model governance via testing, documentation,
and validation deliverables Requisitos principales2–5 years of Front Office Quant, Quant Developer, or Financial Engineering experience in Rates/InflationHands-on experience delivering pricing analytics and curve construction for linear fixed-income products in production environmentsMaster’s degree in a quantitative discipline (e.g., Quantitative Finance, Financial Engineering, Mathematics, Physics, Statistics, or Computer Science)English required; Spanish preferredStrong software engineering skills in Rust and Python (API design/integration) and solid C++ knowledgeSolid understanding of fixed-income methods: curve bootstrapping/construction, discounting/forwarding, pricing/risk of linear rates and inflation productsExperience with performance optimization, numerical robustness, testing, and production support of front-office analyticsExcellent communication to explain quantitative topics to traders, quants, and engineersStrong collaboration and team-oriented approach across Front Office, Risk, and TechnologyHigh ownership, attention to detail, and ability to prioritize in a fast-paced environmentRust and Python development (including API design)C++ knowledge for legacy librariesFixed-income quantitative methods: curve construction, discounting, pricing/risk for linear rates/inflation
📌 Linear Rates Quant (Associate Level) - boadilla del monte
🏢 Jobrapido
📍 Boadilla del Monte