The Company is seeking a Vice President, Quantitative Analyst with a focus on FX Options. The successful candidate will be part of the Front office Quant area, responsible for the development of pricing and risk models for sales and trading teams. This global business requires support in various locations, and the role involves the development, extension, and maintenance of FX model libraries. The VP will also interact with international traders and sales to explain modeling assumptions, understand practical model use, and work closely with local quant groups in different geographies to provide seamless coverage and support. Applicants must have previous experience in a similar quantitative role, in-depth knowledge of foreign exchange products and valuation, and excellent programming skills in C++ and Python. A higher qualification in a relevant mathematical-based degree is essential, with a PhD being a plus. The role demands an excellent problem solver with the ability to contribute innovative ideas, knowledge of options pricing theory, quantitative models, probability theory, and stochastic processes. The ideal candidate will be a creative thinker, able to make quick decisions under pressure, and possess well-developed interpersonal and communication skills. Experience with stochastic-local volatility models and implementing a PDE or Monte Carlo pricing engine is also desirable.

Hiring Company

Banco Santander