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About the Role

The Front Office Quant area is responsible for developing pricing and risk models, and pricing tools for sales and trading teams. This role focuses on developing pricing libraries for inflation models and curves.

Responsibilities

• Designing, developing, and maintaining models and analytics for inflation derivatives, including inflation revenue swaps, year-on-year swaps, LPI swaps, caps/floors, and inflation-linked optionality
• Developing and enhancing inflation curve construction methodologies, including bootstrapping, interpolation, extrapolation, and seasonality-adjusted curves
• Building and improving analytics for pricing, risk, calibration, and scenario analytics for inflation and rates products
• Supporting the development of pricing and/or calibration models for inflation options, inflation cap/floor markets, and related volatility analytics
• Working closely with inflation traders, structurers, and risk managers to ensure models and curves are accurate, robust, performant, and fit for purpose
• Implementing and testing new models within production analytics libraries using Python, C++, and/or Rust
• Monitoring and improving the performance, stability, and accuracy of existing analytics, resolving production issues in a timely manner
• Producing clear model documentation and presenting methodology, assumptions, and results to traders, senior quants, and model risk stakeholders
• Staying current with academic literature, market practice, and regulatory expectations in inflation modelling, calibration, and pricing

Requirements

• Extensive quantitative experience gained in a bank, asset manager, hedge fund, or similar financial markets environment, with direct exposure to inflation products
• Professional quant experience with options modelling, ideally in a front-office or trading-aligned environment
• A higher qualification in Financial Mathematics, Engineering, Applied Mathematics, Physics, Computer Science, or relevant mathematical based degree
• Excellent knowledge of interest rate and inflation derivatives modelling, ideally with experience in inflation options, inflation caps/floors, or related rates volatility products
• Experience in inflation/rates curve construction, bootstrapping, interpolation, seasonality adjustments, and calibration techniques
• Excellent programming skills in Python and/or C++ are essential, with deep experience in numerical libraries (e.g., NumPy, SciPy, pandas)
• Familiarity with model validation processes, model documentation, and regulatory requirements relating to model risk
• Experience with automated testing, CI/CD pipelines, and version control such as Git
• Well-developed communication skills, with the ability to explain complex modelling concepts clearly to both technical and non-technical stakeholders
• PhD in Financial Math, Engineering, Applied Mathematics, Physics, Computer Science, or relevant mathematical based discipline
• Hands-on experience with products such as YoY swaps, revenue swaps, LPI swaps, caps/floors, and options.
• Knowledge of real-money inflation markets (linkers, breakevens) in addition to derivatives
• Professional experience with inflation volatility modelling, smile/skew modelling, calibration frameworks, or hybrid rates/inflation models
• Professional experience with a compiled language (Rust or C++) for performance-critical analytics
• Familiarity with production quant libraries and large-scale analytics platforms

Skills

• Python
• C++
• Rust
• NumPy
• SciPy
• pandas
• Git

Location

• United Kingdom
• London

Work Type

• Full-time

Experience Level

• Associate
• Vice President

Education Level

• Higher qualification in Financial Mathematics, Engineering, Applied Mathematics, Physics, Computer Science, or relevant mathematical based degree
• PhD in Financial Math, Engineering, Applied Mathematics, Physics, Computer Science, or relevant mathematical based discipline

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 employee contributes
• 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 (family private medical insurance, dental insurance, health assessments)
• Company-funded death-in-service benefit
• Company-funded 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.

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.