Associate Quantitative Strategy Analyst – Inflation

About the role

Join Santander Corporate & Investment Banking (SCIB) as an Associate Quantitative Strategy Analyst focused on inflation‑linked products. You will work at the intersection of the Front Office and IT, supporting traders and researchers with robust quantitative solutions.

Key responsibilities

• Develop and maintain quantitative models for inflation swaps, break‑evens, and linkers.
• Conduct research on inflation dynamics and market behaviour.
• Translate complex market problems into structured quantitative solutions.
• Collaborate with traders and other quants to design and implement new strategies.
• Build an efficient risk framework using advanced techniques.
• Refine existing quantitative tools and ensure they meet high‑quality standards.
• Design and extend APIs for pricing and curve libraries.
• Develop, improve, and maintain testing processes for quantitative libraries.
• Produce mathematical and technical documentation for internal stakeholders.

Required profile

• Outstanding academic background in a quantitative discipline (e.g., Mathematics, Physics, Computer Science).
• Solid understanding of financial markets, particularly rates and inflation products.
• Excellent programming skills, especially in Python and C++.
• Proven ability to work with data, build models, and implement solutions in production.
• Structured thinker and strong problem‑solver with innovative ideas.
• Well‑developed interpersonal and communication skills to explain complex concepts clearly.

Required skills

• Python
• C++
• Rust (nice to have)