VP Senior Quantitative Analyst – Credit & Hybrid

About the role

We are seeking a Vice‑President level Senior Quantitative Analyst to join Santander Corporate & Investment Banking’s Credit Front Office Quant team in London. The role focuses on developing and maintaining pricing and risk models for credit, hybrid and structured products within a fast‑moving trading environment.

Key responsibilities

• Enhance and maintain core quantitative libraries and trading systems with emphasis on innovation, robustness, performance and test coverage.
• Develop, debug and implement pricing and risk analytics in C++ for flow, structured and hybrid credit desks.
• Contribute to data‑driven analytics and research workflows using the Python ecosystem (pandas, numpy, etc.).
• Collaborate with traders and structurers to design new products, improve pricing frameworks and resolve day‑to‑day trading issues.
• Evolve existing methodologies such as bootstrapping, pricing models, sensitivities and risk metrics.
• Work with XVA, Risk, Model Validation and other stakeholders to support and advance the broader business platform.
• Produce mathematical and technical documentation for internal stakeholders.

Required profile

• Extensive experience in a credit, hybrid, XVA or structured rates quantitative role.
• Strong programming expertise in C++ and Python.
• Solid understanding of credit and/or hybrid products and associated risk methodologies.
• Higher qualification in Mathematics, Physics or a related quantitative discipline.
• Proven ability to operate effectively in a complex, fast‑paced trading environment.
• Strong problem‑solving mindset and proactive delivery orientation.
• Excellent communication and interpersonal skills.

Required skills

• C++
• Python
• pandas
• numpy