VP, Senior Quantitative Analyst - Credit/Hybrid | SCIB
Santander - Triton Square, United Kingdom
R
GBP 25K-25K (estimate) Senior-level Full Time
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
- Annual bonus
- Death-in-service benefit
- Discounted healthcare benefits
- Income protection insurance
- Paid Holidays
- Pension contribution
- Private medical insurance
Skills/Tech-stack
Bootstrapping | C++ | Credit Risk | Hybrid products | NumPy | Pandas | Pricing models | Python | Risk Analytics | Risk Metrics | Structured products | Test Coverage | XVA
Education
Bachelor of Engineering | Bachelor of Science | Master of Science | PhD
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