Santander
Corporate & Investment Banking
FrontOfficeXVAQuant
Neural analysis suggests this role is
optimal for Mid+ candidates.
“Front Office XVA Quant at Santander. Skills: pricing libraries, risk-management tools, quantitative modeling, software development. developing, enhancing, and maintaining pricing libraries across all asset classes and use cases. Contribute actively to the design and implementation of our pricing and risk libraries, covering both mathematical modeling and software development”
Industry & Context.
Critical thinker with the ability to break down complex problems; challenge assumptions; develop creative solutions
What They're Looking For.
Must Have
Bachelor's degree or equivalent in Engineering, Physics, Mathematics, or another quantitative discipline, English (Required), programming skills in languages such as Python and C++, Foundational knowledge of fixed income derivatives, Solid understanding of options pricing theory, quantitative modeling, and probability theory, Critical thinker with the ability to break down complex problems, challenge assumptions, and develop creative solutions, Excellent written and verbal communication skills, with the ability to explain technical findings to non-technical stakeholders
Nice to Have
previous experience in a front-office quantitative team is an advantage, MSc and/or PhD (or equivalent) is highly valuable, Spanish (Preferred)
What You'll Do.
and maintaining pricing libraries across all asset classes and use cases
Contribute actively to the design and implementation of our pricing and risk libraries
covering both mathematical modeling and software development
and market-making tools for our trading desks
Enhance and extend existing quantitative frameworks and tools to meet the highest quality standards
and maintain robust testing for our quantitative libraries and tools
Produce clear mathematical and technical documentation for internal stakeholders
How You'll Work.
Team & Collaboration
Partner with and support Trading, Sales, and Risk teams; Collaborate with world-class quants in a supportive, innovative environment
Communication Scope
Excellent written and verbal communication skills; ability to explain technical findings to non-technical stakeholders
Full Job Description
Front Office XVA Quant Country: Spain **IT STARTS HERE** Santander ([www.santander.com](http://www.santander.com)) is evolving from **a global, high-impact brand** into a **technology-driven organization** , and our people are at the heart of this journey. **Together** , we are driving a **customer-centric transformation** that values bold **thinking, innovation** , and the **courage to challenge** what’s possible. This is more than a strategic shift. **It’s a chance for****driven professionals****to grow, learn, and make a real difference**. Our mission is to contribute to help more **people and businesses prosper**. We embrace a strong risk culture and all our professionals at all levels are expected to take a proactive and responsible approach toward risk management. **Santander Corporate & Investment Banking (Santander CIB)** is Santander's global division that supports some of the world's most complex and sophisticated corporate and institutional clients, offering customized services and value-added wholesale products to best meet their needs. **THE DIFFERENCE YOU MAKE** **Santander Global Markets** is looking for a **Front Office XVA Quant** based out of**Madrid, Spain.** As a member of the XVA Quantitative Team, you will primarily be responsible for developing, enhancing, and maintaining pricing libraries across all asset classes and use cases. We’re **shaping the way we work** through innovation, cutting-edge technology, collaboration and the freedom to explore new ideas. To succeed in this role, you will be responsible for: * Contribute actively to the design and implementation of our pricing and risk libraries, covering both mathematical modeling and software development. * Build pricing, risk-management, and market-making tools for our trading desks. * Enhance and extend existing quantitative frameworks and tools to meet the highest quality standards. * Develop, improve, and maintain robust testing for our quantitative libraries and tools. * Produce clear
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