Santander Integral Markets is seeking a Front Office XVA Quant based in Madrid, Spain, to develop pricing libraries and support pricing and risk capabilities across asset classes.The ideal candidate has 2–3 years in a Front Office Quant team, strong Python and C++ skills, and a solid grounding in fixed income derivatives and pricing theory. English is required; Spanish preferred. Thisrole offers a competitive rewards package within Santander's global markets business.
📌 Front Office Xva Quant — Madrid | Innovative, High-Impact Quant (Melide)
🏢 Santander
📍 Melide
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