Vice President Quantitative Analyst – FX Options

About the role

Join Santander Corporate & Investment Banking’s FX Quant team in London as a Vice President Quantitative Analyst. You will be responsible for designing, extending and maintaining the pricing and risk models that support the bank’s global FX Options business.

Key responsibilities

• Develop and enhance FX model libraries used by sales and trading desks worldwide.
• Collaborate with traders, sales and risk teams to explain modelling assumptions and risk implications.
• Design and implement pricing and risk APIs for existing and new FX products.
• Create efficient risk frameworks leveraging advanced quantitative techniques.
• Optimize algorithms and refine quantitative tools to meet high‑quality standards.
• Support testing processes and produce technical documentation for internal stakeholders.

Required profile

• Proven experience in a quantitative role within the FX or derivatives space.
• Strong knowledge of foreign exchange products, valuation and options pricing theory.
• Advanced degree in a mathematically‑focused discipline; PhD is a plus.
• Excellent problem‑solving abilities and the capacity to work under pressure.
• Effective communication and interpersonal skills.

Required skills

• C++ programming
• Python programming