Non Linear Rates Quant
Santander(2 months ago)
About this role
A Non Linear Rates Quant at Santander CIB is part of the Front Office team developing and maintaining pricing libraries and quantitative tools for interest rate volatility models. The role supports global structuring and trading desks, contributing to pricing and risk frameworks for vanilla and exotic fixed income products within a technology-driven banking environment.
Required Skills
- Python
- C++
- Fixed Income
- Options Pricing
- Quant Models
- Probability Theory
- Mathematical Modeling
- Pricing
- Risk Management
- Testing
+3 more
Qualifications
- Bachelor’s Degree in Engineering, Physics, or Mathematics
- MSc
- PhD
About Santander
santander.comSantander is a global banking group headquartered in Spain that provides retail, corporate and investment banking, payments, asset management and insurance across Europe, Latin America and other markets. Its stated purpose is to help people and businesses prosper, guided by the values Simple, Personal and Fair, and it serves customers through a mix of branch networks and digital channels. Companies and consumers choose Santander for its broad product set, international footprint and focus on digital innovation and sustainable finance.
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