VP, Senior Quantitative Analyst - Credit/Hybrid | 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 Credit Front Office Quant team is responsible of the development of the pricing and risk models for credit trading, structuring and sales teams. This role sits at the heart of a dynamic trading environment, where innovation, technical excellence, and close collaboration with the business are key to continued success.
We are offering a rare opportunity to join a fast-growing global franchise with an established track record in credit and hybrid markets.
The difference you’ll make:
1. Enhancing and maintaining core quantitative libraries and trading systems with a strong focus on innovation, robustness, flexibility, performance, and test coverage
2. Developing, debugging, and implementing pricing and risk analytics in C++ for flow, structured, and hybrid credit desks
3. Contributing to data-driven analytics and research workflows (Python ecosystem including pandas, numpy, etc.)
4. Working closely with traders and structurers to design new products, improve pricing frameworks, and resolve day-to-day trading issues
5. Contributing to the evolution of existing methodologies (bootstrapping, pricing models, sensitivities, risk metrics)
6. Collaborating with XVA, Risk, Model Validation, and other stakeholders to support and advance the broader business platform
7. Providing mathematical and technical documentation to internal stakeholders
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.
8. Extensive experience in a Credit, Hybrid, XVA or Structured Rates quantitative role
9. Excellent programming skills in C++ and Python
10. Solid understanding of credit and/or hybrid products and associated risk methodologies
11. Higher qualification in Math’s, Physics or relevant mathematical based degree
12. Ability to operate effectively in a complex, fast-paced trading environment
13. Strong problem-solving skills and a proactive, delivery-oriented mindset
14. Well-developed communication and interpersonal skills
It would also be nice for you to have:
15. PhD in Math’s, Physics or relevant mathematical based degree
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 you deliver.
As well as a competitive salary, you’ll enjoy a benefits package that you can tailor to your needs.
16. Eligible for a discretionary performance-related annual bonus.
17. We put % of salary into your pension, even if you don’t contribute yourself. We’ll pay in up to .% of salary, if you contribute as well, and you can take some of our contribution in cash if you prefer.
18. days’ holiday plus bank holidays, which increases to days after yrs service, with the option to purchase up to contractual days per year.
19. Company funded individual private medical insurance.
20. Voluntary healthcare benefits at discounted rates such as private medical insurance for your family, dental insurance, and health assessments.
21. 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.
22. Share in Santander’s success by saving or investing in our share plans.
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