VP, FX Options Quant β€” Pricing & Risk Leader in London

VP, FX Options Quant β€” Pricing & Risk Leader in London

London Full-Time 80000 - 120000 Β£ / year (est.) No working from home possible
Banco Santander SA

At a Glance

  • Tasks: Develop pricing models and enhance libraries for FX options and risk management.
  • Company: Banco Santander SA, a leading global bank with a dynamic London office.
  • Benefits: Competitive salary, professional development, and a fast-paced work environment.
  • Other info: Fast-paced front-office role with significant impact on pricing and risk frameworks.
  • Why this job: Join a top-tier team and shape the future of FX derivatives in finance.
  • Qualifications: PhD or higher in mathematics, strong C++ and Python skills, excellent problem-solving abilities.

The predicted salary is between 80000 - 120000 Β£ per year.

Banco Santander SA in London seeks a Vice President, Quantitative Analyst for FX Options to develop pricing models and extend libraries for pricing and risk. The role focuses on FX derivatives modeling and implementing efficient risk frameworks within a fast-paced front-office environment.

Applicants should hold a higher mathematical-based degree (PhD preferred) and exhibit strong programming skills in C++ and Python, with excellent problem-solving and communication abilities.

VP, FX Options Quant β€” Pricing & Risk Leader in London employer: Banco Santander SA

Banco Santander SA is an exceptional employer, offering a dynamic work environment in the heart of London where innovation and collaboration thrive. Employees benefit from a competitive salary, comprehensive benefits, and ample opportunities for personal and professional development, making it an ideal place for those looking to advance their careers in finance while contributing to impactful investment strategies.

Banco Santander SA

Contact Details:

Banco Santander SA Recruitment Team

We think you need these skills to ace VP, FX Options Quant β€” Pricing & Risk Leader in London

FX Derivatives Modelling
Pricing Models Development
Risk Framework Implementation
C++ Programming
Python Programming
Problem-Solving Skills
Communication Skills