Quantitative Analyst II
AffirmSalary not specified
Full Time
Mid-level (3 to 4 years)
Not SpecifiedCompensation
Senior (5 to 8 years)Experience Level
Full TimeJob Type
UnknownVisa
Investment Banking, FinanceIndustries
Requirements
- MSc in Maths, Physics, Computer Science, Engineering, Mathematics, or similar mathematical-based disciplines
- Around 5+ years of experience developing models for financial markets business users and/or integrating models in official production environments
- Knowledge in quantitative fixed income derivatives pricing models and theory
- Good experience developing models for business users, including model calibration, from model design to release and support in production
- Good programming skills, preferably Python and C++
- Proficiency in English (Spanish a plus)
- Competencies: Accuracy and Attention to Detail (Extensive), Derivatives (Working), Financial Mathematics (Working), Modeling (Working), Problem Solving (Working), Producing Results (Extensive), Programming Languages (Working), Teamwork (Working)
Responsibilities
- Develop, implement, and maintain models to price and risk manage fixed income derivatives within global markets activities
- Extend the pricing capabilities of the quant libraries by improving existing tools/models and developing new ones
- Understand, extend, and support models integrated in the official Capital and EOD P&L/Risk engines
- Provide continuous support to the rates trading desk in their use of front office quant tools and models, and support other stakeholders (structuring, sales, risk)
- Ensure awareness of and adherence to internal bank policies and legislative/regulatory guidelines of relevant external authorities
- Understand customers’ needs and consistently strive to provide the highest standards of service, delivering on promises
Skills
Fixed Income
Derivatives Pricing
Quantitative Modeling
Risk Management
Pricing Libraries
Rates Products
Capital Models
P&L Engines
Santander
Provides banking, investment, and insurance services
About Santander
Santander Bank provides a variety of financial services to individuals, small businesses, and large corporations in the United States. Its offerings include savings and checking accounts, loans, credit cards, and investment products. The bank also has specialized services through Santander Investment Services and insurance products via Santander Securities LLC. Santander stands out from its competitors by focusing on community growth, committing $13.6 billion to support initiatives like the 'Cultivate Small Business' program, which aids early-stage entrepreneurs, especially from underrepresented groups. The bank generates revenue through interest on loans, service fees, and commissions, while promoting responsible banking practices and financial education. Santander's goal is to empower individuals and businesses, enhance community prosperity, and provide comprehensive financial solutions.
Boston, MassachusettsHeadquarters
1902Year Founded
$75MTotal Funding
POST_IPO_DEBTCompany Stage
Fintech, Financial ServicesIndustries
10,001+Employees