Associate/Vice President - Inflation Quant

About the role

Join Santander Corporate & Investment Banking (SCIB) as an Associate/Vice President Inflation Quant. You will work at the intersection of research, technology and trading, developing pricing and risk analytics for inflation‑linked products.

Key responsibilities

• Design, develop and maintain models and analytics for inflation derivatives such as swaps, caps/floors and optionality.
• Develop and enhance inflation curve construction methodologies, including bootstrapping, interpolation, extrapolation and seasonality adjustments.
• Build and improve pricing, risk, calibration and scenario analytics for inflation and rates products.
• Support the creation of pricing and calibration models for inflation options, caps/floors and volatility analytics.
• Collaborate closely with traders, structurers, risk managers and model validation teams to ensure model robustness and performance.
• Implement and test new models in production libraries using Python, C++ and/or Rust.
• Monitor, optimise and troubleshoot existing analytics to maintain stability and accuracy.
• Produce clear documentation and present methodology, assumptions and results to stakeholders.

Required profile

• Commercially minded quant with strong mathematical modelling skills.
• Proven ability to translate models into production‑ready code.
• Comfortable balancing model sophistication with robustness, explainability and performance.
• Proactive, collaborative and able to work effectively with cross‑functional teams.

Required skills

• Python
• C++
• Rust

What we offer

• Opportunity to work on high‑impact inflation products within a global banking division.
• Collaboration with experienced traders and technologists.
• Access to cutting‑edge research and development resources.