full-time
Vice President, Quantitative Analyst – FX Options | SCIB
Santander
- Employer
- Santander
- Location
- London
- Working pattern
- on-site
About the role
You will develop, extend, and maintain FX model libraries while designing pricing and risk frameworks for global trading teams. Additionally, you will collaborate with international offices to explain modeling assumptions and provide technical support to sales and risk departments. The role requires a relevant mathematical degree and extensive experience in a quantitative role with deep knowledge of FX products and valuation. Candidates must possess excellent programming skills in C++ and Python, along with strong expertise in options pricing theory and stochastic processes.