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.
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