Associate, Quantitative Strategy Analyst - Inflation | SCIB at Santander | England, GB | Rezi

Associate, Quantitative Strategy Analyst - Inflation | SCIB at Santander

Associate, Quantitative Strategy Analyst - Inflation | SCIB

Santander · England, GB

2 months ago

Associate, Quantitative Strategy Analyst - Inflation | SCIB

Santander · England, GB

2 months ago
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About the Role

The Front Office Quant area is responsible for the development of pricing and risk models, as well as analytics and tools for Sales and Trading. This role is in the Quant Strategy team, who sit between the Front Office and I.T. You’ll work closely with trading and research teams to develop quantitative models, analytics, and tools supporting investment strategies across inflation-linked products.

Responsibilities

  • Developing and maintaining quantitative models for inflation products (e.g. inflation swaps, break-evens, linkers)
  • Conducting research and generating insights on inflation dynamics and market behaviour
  • Translating complex market problems into structured quantitative solutions
  • Collaborating with traders and other quants to identify and implement new strategies
  • Using advance techniques to develop an efficient risk framework
  • Refining existing quants framework and quantitative tools to meet highest quality standards
  • Designing and extending the APIs for our pricing and curves libraries
  • Developing, improving, and maintaining the testing process in our quantitative libraries and tools
  • Providing mathematical and technical documentation to internal stakeholders

Requirements

  • Outstanding academic background in a quantitative field (e.g. Math’s, Physics, Computer Science)
  • Solid understanding of financial markets, with experience in rates and inflation products
  • Excellent programming skills (Python, C++)
  • Proven ability to work with data, build models, and implement solutions in a production environment
  • Structured thinking and an excellent problem solver who can contribute with innovative ideas
  • Well-developed interpersonal and communication skills with the ability to explain complex concepts clearly

Skills

  • Python
  • C++
  • Rust programming language
  • Pricing
  • Risk
  • Modelling frameworks for inflation or fixed income products
  • Curves construction
  • Adjoint risk
  • Alternative techniques

Location

  • Triton Square, London

Work Type

  • Full-time

Experience Level

  • Associate

Education Level

  • Quantitative field (e.g. Math’s, Physics, Computer Science)

Salary/Compensations

  • Eligible for a discretionary performance-related annual bonus

Benefits

  • 8% of salary into pension
  • Up to 12.5% of salary into pension if you contribute
  • Option to take some pension contribution in cash
  • 27 days’ holiday plus bank holidays
  • Holiday increases to 28 days after 5yrs service
  • Option to purchase up to 5 contractual days per year
  • Free access to a range of digital health services, including GP
  • Company-funded death-in-service benefit
  • Income protection insurance
  • Option to take advantage of discounted rates for additional life assurance
  • Option to take advantage of discounted rates for critical illness cover
  • 24/7 access to an online employee discount platform
  • Company funded individual private medical insurance
  • Voluntary healthcare benefits at discounted rates (e.g., dental insurance, health assessments)
  • Share plans
  • Charitable giving
  • Community partnerships

About the Company

  • Santander Corporate & Investment Banking (SCIB) is Santander's global division that supports some of the world's most complex and sophisticated corporate and institutional clients, offering customised services and value-added wholesale products to best meet their needs.
  • Our work touches 140 million lives every day. By always innovating, sharing our experiences, questioning how we do things and adapting to new challenges. As we keep reinventing ourselves for the digital age, you’ll find that with us, even your smallest action will have a massive impact. That’s the Santander Effect.

Equal Opportunity

  • Santander is proud of being an organization where there are equal opportunities regardless of age, gender, disability, civil status, race, religion or sexual orientation. We are committed to providing an inclusive and accessible application process for all candidates.