Vice President, Quantitative Analyst – FX | SCIB

Vice President, Quantitative Analyst – FX Options | SCIBCountry:
United Kingdom Join our community.

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.

The Front office Quant area is responsible of the development of the pricing and risk models for Sales and trading teams. FX Options is a Global business that requires support in locations around the world.

As part of the FX Quants team, you’ll focus on the development, extension and maintenance of the FX model libraries. You’ll interact with traders and sales in other international offices to explain modelling assumptions and risk implications and to understand the practical use of the models. You’ll also work closely with local quant groups in other geographies to provide seamless coverage and support.

The difference you’ll make:

Being part of the FX Quants group focused on the development of derivatives models

Contributing to the extension of existing models to improve interest rate to include interest rate volatility risk Designing and implementing our pricing and risk libraries for the scope of our existing and prospective FX products

Developing an efficient risk framework to represent the risks by making use of advance techniques

Designing and extending the APIs for our pricing libraries

Developing and optimising 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 our quantitative libraries and tools

Providing mathematical and technical documentation to internal stakeholders

Supporting Trading, Sales and Risk teams

What you’ll bring:
Our people are our greatest strength. Every individual contributes unique perspectives that make us stronger as a team and as an organisation. We’re enabling teams to go beyond by valuing who they are and empowering what they bring.

The following requirements represent the knowledge, skills, and abilities essential for success in this role.

Previous experience in a similar quantitative role

In-depth knowledge of Foreign Exchange products and valuation

Excellent programming skills in C++ and Python Higher qualification in a relevant mathematical based degree

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

It would also be nice for you to have:

PhD in a relevant mathematical based degree

Fluency in additional languages, especially Spanish Familiarity with Stochastic-Local volatility models

Experience of implementing a PDE or Monte Carlo pricing engine

What else you need to know:

This role is based at our offices in Triton Square, London located within easy walking distance from Warren Street and Euston.

We want our people to thrive at work and home, and also be able to deliver the best outcomes for our customers and to help each other develop.

Equal Opportunities.

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.

How we’ll reward you.

Your contribution matters, and it’s recognised. You can expect a fair, competitive reward package that reflects the impact you create and the value…