Vice President, Quantitative Analyst – FX Options (Fintech)

Location: London, United Kingdom; office-based at Triton Square.

Company

Santander Corporate & Investment Banking supports corporate and institutional clients with wholesale financial products and services.

What you will do

• Develop, extend, and maintain pricing and risk model libraries for FX derivatives.
• Design and implement pricing and risk libraries for existing and prospective FX products.
• Extend models to incorporate interest-rate volatility risk and develop advanced risk frameworks.
• Design and extend APIs, optimize algorithms, and refine quantitative tools.
• Improve testing processes and produce mathematical and technical documentation.
• Support Trading, Sales, and Risk teams while collaborating with international quant groups.

Requirements

• Previous experience in a similar quantitative role.
• In-depth knowledge of foreign exchange products and valuation.
• Excellent programming skills in C++ and Python.
• Higher qualification in a relevant mathematics-based degree.
• Knowledge of options pricing theory, quantitative models, probability theory, and stochastic processes.
• Strong problem-solving, decision-making, interpersonal, and communication skills.

Nice to have

• PhD in a relevant mathematics-based degree.
• Fluency in additional languages, especially Spanish.
• Familiarity with stochastic-local volatility models.
• Experience implementing PDE or Monte Carlo pricing engines.

Culture & Benefits

• Inclusive workplace with equal-opportunity and accessible application policies.
• Competitive salary and discretionary performance-related annual bonus.
• Employer pension contributions of 8%, increasing up to 12.5% with employee contributions.
• 30 days of holiday plus bank holidays, with additional holiday purchase options.
• Company-funded private medical insurance, income protection, and death-in-service cover.
• Access to family healthcare benefits, share plans, and other discounted insurance options.