Santander Corporate & Investment Banking seeks an experienced Fixed Income Senior Quantitative Analyst to develop, implement, and maintain complex financial derivatives pricing and risk management models. The role requires advanced mathematical skills, strong programming expertise, and deep understanding of financial markets, with a focus on extending quantitative libraries and supporting trading desk operations.
Primary responsibilities include developing and implementing sophisticated pricing models for fixed income derivatives, extending quantitative libraries by improving existing tools and creating new models, and providing continuous support to rates trading desks across various stakeholder groups.
Required experience includes a Master's degree in Mathematics, Physics, Computer Science, or similar quantitative discipline, with approximately 5 years of experience developing financial market models, strong programming skills in Python and C++, and proven expertise in quantitative fixed income derivatives pricing and model calibration.
The role offers an opportunity to work with a global financial leader, contribute to innovative financial technology, and be part of Santander's mission to help people and businesses prosper, with a commitment to equal opportunities and professional growth in a dynamic corporate environment.
