VP, Senior Quantitative Analyst - Credit/Hybrid | SCIB

Santander - Triton Square, United Kingdom R

GBP 25K-25K (estimate) Senior-level Full Time

@ S...

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Found 21d ago

Tasks

Build data driven analytics and research workflows
Collaborate with XVA Risk and Model Validation stakeholders
Collaborate with traders to improve pricing frameworks
Compute risk metrics and sensitivities
Contribute to bootstrapping pricing models and sensitivities
Debug and implement pricing and risk models
Develop pricing and risk analytics
Enhance quantitative libraries and trading systems
Provide mathematical and technical documentation
Resolve day-to-day trading issues

Perks/Benefits

Skills/Tech-stack

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VP, Senior Quantitative Analyst - Credit/Hybrid | SCIB

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