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About the Role

The Front office Quant area is responsible for the development of pricing and risk models for Sales and trading teams. As part of the FX Quants team, you’ll focus on the development, extension, and maintenance of the FX model libraries, interacting with traders and sales internationally to explain modelling assumptions and risk implications, and working closely with local quant groups in other geographies to provide seamless coverage and support.

Responsibilities

Contributing to the extension of existing models to improve interest rate to include interest rate volatility risk
Designing and implementing pricing and risk libraries for existing and prospective FX products
Developing an efficient risk framework using advanced techniques
Designing and extending APIs for pricing libraries
Developing and optimizing algorithms
Refining existing quants framework and quantitative tools to meet highest quality standards
Assisting with the development, improvement, and maintenance of the testing process in quantitative libraries and tools
Providing mathematical and technical documentation to internal stakeholders
Supporting Trading, Sales, and Risk teams

Requirements

Previous experience in a similar quantitative role
In-depth knowledge of Foreign Exchange products and valuation
Excellent programming skills in C++ and Python
An excellent problem solver who can contribute with innovative ideas
Knowledge of options pricing theory, quantitative models, probability theory and stochastic processes
Creative thinker, with the ability to make decisions quickly, often under pressure and with limited information
Well-developed interpersonal and communication skills

Skills

C++
Python
Options pricing theory
Quantitative models
Probability theory
Stochastic processes
Foreign Exchange products and valuation

Location

United Kingdom
London

Work Type

Full-time

Experience Level

Vice President

Education Level

Higher qualification in a relevant mathematical based degree
PhD in a relevant mathematical based degree

Salary/Compensations

Competitive salary
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
30 days’ holiday plus bank holidays
31 days holiday after 5 years service
Option to purchase up to 5 contractual days per year
Company-funded individual private medical insurance
Voluntary healthcare benefits at discounted rates
Company-funded death-in-service benefit
Income protection insurance
Option to take advantage of discounted rates for additional life assurance and critical illness cover
Share plans

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.