SCIB Associate, Quant

The Front office Quant area is responsible of the development of the pricing and risk models for Sales and trading teams. As part of the Rates quants team the focus of this position will be on the development, extension and maintenance of the pricing libraries for interest rates linear models with special focus on bond analytics and derivatives. Key activities

• Be part of the Fixed Income Quants group focused on the development of the bonds and derivatives models in the scope of government, SSAs and Corporate bonds.
• Drive the implementation of a robust bonds framework in terms of data, technology and infrastructure.
• Active contribution to the design and implementation of our pricing and risk libraries for the scope of products covered in the linear rates
• Contribution to the development of an efficient risk framework to represent the risks properly making usage of advance techniques.
• Design and extension of the APIs for our pricing libraries
• Development and optimization of algorithms.
• Refine existing quants framework and quantitative tools to meet highest quality standards.
• Development, improvement, and maintenance of the testing process in our quantitative. libraries and tools.
• Provide mathematical and technical documentation to internal stakeholders.
• Keep up to date with mathematical and tech.
• Support to Trading, Sales and Risk areas.
  
  Experience developing bonds analytics
• Experience in bonds curves construction
• Knowledge of options pricing theory, quantitative models, probability theory and stochastic processes desirable
• Creative thinker, independently worker and capable to make decisions quickly, often under pressure and with limited information.
• An excellent problem solver who can contribute with innovative ideas.
• Good Knowledge of fixed income products and valuation.
• Good programming skills C++ and Python
• Good programming skills in Rust desirable
• Higher qualification in Computer Science, Engineering, Mathematics, Physics or relevant mathematical based degree
• PhD in Computer Science, Engineering, Mathematics, Physics or relevant mathematical based degree desirable
• Strong interpersonal skills and a desire to work in a team environment are critical.
  
  As well as a competitive salary, you'll enjoy a benefits package that you can tailor to your needs.
• Eligible for a discretionary performance-related annual bonus
• Pension with generous contributions of up to 12.5% from Santander, depending on your own contribution and length of employment with us
• 27 days holiday plus bank holidays, with the option to purchase up to 5 contractual days per year
• Company funded individual private medical insurance
• Voluntary healthcare benefits at discounted rates such as private medical insurance for your family, dental insurance, healthcare cash plan and health assessments
• Benefits supporting you and your family, such as death-in-service benefit, income protection, and voluntary life assurance and critical illness cover
• Share in Santander's success by investing in our Sharesave and Partnership shares plans