Onsite VP, Senior Quantitative Analyst - Credit

Posted 4 hours ago

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About the role

  • Quantitative Analyst enhancing quantitative libraries and developing analytics in C++ and Python for credit trading. Collaborating with traders to create innovative solutions and improve frameworks.

Responsibilities

  • Enhancing and maintaining core quantitative libraries and trading systems with a strong focus on innovation, robustness, flexibility, performance, and test coverage.
  • Developing, debugging, and implementing pricing and risk analytics in C++ for flow, structured, and hybrid credit desks.
  • Contributing to data-driven analytics and research workflows (Python ecosystem including pandas, numpy, etc.).
  • Working closely with traders and structurers to design new products, improve pricing frameworks, and resolve day-to-day trading issues.
  • Contributing to the evolution of existing methodologies (bootstrapping, pricing models, sensitivities, risk metrics).
  • Collaborating with XVA, Risk, Model Validation, and other stakeholders to support and advance the broader business platform.
  • Providing mathematical and technical documentation to internal stakeholders.

Requirements

  • Extensive experience in a Credit, Hybrid, XVA or Structured Rates quantitative role.
  • Excellent programming skills in C++ and Python.
  • Solid understanding of credit and/or hybrid products and associated risk methodologies.
  • Higher qualification in Math’s, Physics or relevant mathematical based degree.
  • Ability to operate effectively in a complex, fast-paced trading environment.
  • Strong problem-solving skills and a proactive, delivery-oriented mindset.
  • Well-developed communication and interpersonal skills.
  • PhD in Math’s, Physics or relevant mathematical based degree is a plus.

Benefits

  • Eligible for a discretionary performance-related annual bonus.
  • We put 8% of salary into your pension, even if you don’t contribute yourself.
  • We’ll pay in up to 12.5% of salary, if you contribute as well, and you can take some of our contribution in cash if you prefer.
  • 30 days’ holiday plus bank holidays, which increases to 31 days after 5yrs service, with the option to purchase up to 5 contractual days per year.
  • Company funded individual private medical insurance.
  • Voluntary healthcare benefits at discounted rates such as private medical insurance for your family, dental insurance, and health assessments.
  • Protection for you and your family, with company-funded death-in-service benefit and income protection insurance, and the option to take advantage of discounted rates for additional life assurance and critical illness cover.
  • Share in Santander’s success by saving or investing in our share plans.

Job title

VP, Senior Quantitative Analyst - Credit

Job type

Experience level

Senior

Salary

Not specified

Degree requirement

Postgraduate Degree

Location requirements

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