Vice President, Quantitative Analyst – FX Options | SCIB
Santander - Triton Square, United Kingdom
GBP 54K-81K (estimate) Executive-level Full Time
Tasks
- Build and maintain pricing and risk libraries
- Design and optimize risk frameworks
- Develop pricing and risk APIs
- Develop pricing models for FX options
- Extend derivatives models for interest rate volatility risk
- Implement pricing algorithms
- Improve testing processes for quantitative libraries
- Provide mathematical and technical documentation
- Refine quantitative tools and frameworks
- Support trading, sales, and risk teams
Perks/Benefits
- Annual bonus
- Death-in-service benefit
- Dental insurance
- Health assessments
- Income protection
- Paid Holidays
- Pension plan
- Private medical insurance
- Share Plans
Skills/Tech-stack
API Design | C++ | Foreign Exchange | Local Volatility | Mathematical Modeling | Monte Carlo | Options Pricing | PDE | Probability theory | Python | Risk Modeling | Stochastic Local Volatility | Stochastic Processes
Education
Bachelor of Engineering | Bachelor of Science | Master of Science | PhD
Roles
Analyst | Developer | Quantitative Analyst | Quantitative Developer
Related jobs
-
Senior Data Analyst GBP 45K-55KAlteryx | Audit Trail | Data Cleansing | Data Documentation | Data MiningElectric car scheme | Employee discounts | Family leave | Flexible working options | Generous holidaySenior-level Full TimeBrighton and Hove, England, United Kingdom10h ago
-
Product Data Analyst GBP 45K-45KA/B | A/B Testing | B testing | BigQuery | DBTAdditional leave option | Annual leave | Baby loss support | Bank holidays | Canteen mealsEntry-level Full TimeLondon, United Kingdom11h ago
-
Senior Data Analyst GBP 45K-60KCRM | CRM Analytics | Churn Prediction | Cohort Analysis | Customer DataCareer development workshops | Central London office | Community involvement opportunities | Cycle to work scheme | Extended parental leaveSenior-level Full TimeLondon, England, GB12h ago
-
Financial Risk Analytics (FRA) Analyst GBP 35K-45KData Analysis | Data Quality | Data Validation | Machine Learning | PythonContinuous learning access | Flexible time off | Health care coverage | Retirement planningEntry-level Full TimeUK - LONDON 25 ROPEMAKER STREET …21h ago
-
Data Analyst - Evidence Solutions GBP 50K-55KData Modeling | Data Quality | Experiment design | Python | RHybrid workMid-level Full TimeDurham office1d ago
-
Data Analyst GBP 40K-54KA/B | A/B Testing | B testing | Churn Prediction | Cohort AnalysisExternal training budget | Free Fridays | Gym allowance | Hybrid work schedule | LinkedIn LearningMid-level Full TimeLondon, United Kingdom1d ago
-
AI Analytics Specialist GBP 62K-85KAgentic Workflows | Alerting | Attribution | Campaign Measurement | Conversational AnalyticsHybrid workMid-level Full TimeLondon1d ago
-
Senior Data Analyst, Geospatial GBP 58K-66KArcGIS Online | AutoCAD | CAD | ESRI ArcGIS | ExcelHybrid working | International exposure | Learning opportunitiesSenior-level Full TimeLondon, England, United Kingdom; Milano, Milan, …1d ago
-
Quantitative Trading & Research – Equity Derivatives Exotics – Vice President or Executive Director GBP 85K-115KC++ | Machine Learning | Numerical Methods | Option pricing | ProbabilityExecutive-level Full TimeLONDON, LONDON, United Kingdom1d ago
-
Automation | Business Intelligence | CRM | Data Modeling | Generative AIEntry-level Full TimeLondon1d ago
-
Trading Analytics, Analyst GBP 53K-68KData Pipelines | Data Quality | Data Visualization | Dataset analysis | ExcelMid-level Full TimeUK-London, United Kingdom1d ago
-
GED Quantitative Analyst GBP 51K-65KC++ | Derivative pricing | Equity Derivatives | Financial Modeling | PythonFlexible working options | Inclusive culture | Opportunities to grow | Supportive teamMid-level Full TimeLondon, United Kingdom1d ago
-
PMO Data Analyst GBP 45K-60KBusiness Objects | Confluence | Dashboard | Data Modeling | Data QualityEmployee wellbeing programs | Extra flexi days | Financial advice | Flexible benefits | Flexible workingMid-level Full TimeGB - Edinburgh, United Kingdom1d ago
-
365 Admin Center | Access Control | Admin Center | Audit | ComplianceMid-level Contract Full Time TemporaryCanary Wharf, 1 Churchill Place, United …1d ago
-
Senior Data Analyst GBP 60K-62KArtificial Intelligence | Automation | Cloud Computing | DAX | Data GovernanceBenefit Hub | Competitive annual leave | Contributory pension plan | Discretionary bonus | Group income protectionSenior-level Full TimeLondon, United Kingdom2d ago
-
Gas and LNG Data Analyst (12 Month FTC) GBP 45K-47KAPIs | Data Governance | Data Modeling | Data Quality | Data VisualizationDental coverage | Gym membership | Life assurance | Paid time off | Pension contributionMid-level Full TimeLondon, UK2d ago
-
European Quantitative Power Analyst GBP 49K-60KData Management | Demand Modeling | Market fundamentals | Power market | Power market fundamentalsMid-level Full TimeGeneva, Geneva | London, London, City …2d ago
-
Finance Data Analyst GBP 51K-51KAccess Control | BigQuery | DBT | Data Governance | Data LineageInclusive hiring process accommodationsMid-level Full TimeUK Wide2d ago
-
Agile Development | Algorithmic trading | Calculus | Derivatives pricing | Financial ModelingMid-level Full TimeLONDON, LONDON, United Kingdom2d ago
-
C++ | Derivative pricing | Java | MATLAB | PythonCycle to work scheme | Dental insurance | Free on-site lunch | Income protection | Life insuranceEntry-level Full TimeLondon2d ago
-
Logistics Data Analyst GBP 50K-50KData Analysis | Data Quality | Data Storytelling | Databricks | Google BigQueryEmployee assistance program | Hybrid working | Paid time off | Payroll giving | Pension schemeMid-level Full TimeHampshire-Eastleigh, UK2d ago
-
PBWM Data Analyst GBP 50K-58KData Governance | Data Mapping | Data Modeling | Data Pipelines | Data QualityMid-level Full TimeGlasgow Campus, United Kingdom2d ago
-
Automated testing | CI/CD | Data Analysis | Functional Programming | Machine LearningMid-level Full TimeCanary Wharf, 1 Churchill Place, United …2d ago
-
Senior Data Analyst II GBP 56K-60KAB Testing | AWS | Analytics automation | Causal analysis | Churn analysisSenior-level Full TimeUK-Remote, UK, United Kingdom R2d ago
-
Analyst - Finance Analytics GBP 50K-55KArtificial Intelligence | Automation | Business Analytics | Data Analysis | Data VisualizationAviva Digital GP | Dental insurance | Discounts on Sky products | Free Sky TV package | Hybrid workingSenior-level Full TimeOsterley, United Kingdom2d ago