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
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