Senior Fixed Income Quant – Global Markets

About the role

Santander Corporate & Investment Banking is seeking a Senior Fixed Income Quant to join its Boadilla del Monte office. The role focuses on developing, implementing and maintaining pricing and risk‑management models for fixed‑income derivatives within the Global Markets franchise.

Key responsibilities

• Extend and enhance the pricing capabilities of existing quant libraries, creating new tools and models as required.
• Understand, extend and support models integrated in the official Capital and End‑of‑Day PL&Risk engines.
• Provide continuous support to the rates trading desk and other stakeholders such as structuring, sales and risk teams.
• Ensure compliance with internal policies and relevant regulatory guidelines.
• Maintain a strong focus on client needs, delivering high‑quality service and reliable model performance.

Required profile

• Approximately 5 years of experience developing and deploying quantitative models for financial‑market users.
• Master’s degree in Mathematics, Physics, Computer Science or a closely related quantitative discipline.
• Fluent English; Spanish is a plus.

Required skills

• Strong knowledge of quantitative fixed‑income derivatives pricing theory.
• Proven ability to design, calibrate, release and support models in production environments.
• Programming proficiency in Python and C++.