Santander US

Vice President – Front Office Quantitative Analytics (Latin America Rates & FX)

Madison Ave Corp · Exec

Sponsorship not specifiedDetected 8 days ago

PythonRustC++GitCI/CDLinuxValuationTest AutomationResearchCommunicationProblem Solving

About the role

It's a chance for driven professionals to grow, learn, and make a real difference.
If you are interested in exploring the possibilities We Want to Talk to You!
It Would Be Nice For You To Have: - Established work history or equivalent demonstrated through a combination of work experience, training, military service, or education.

Develop, enhance, and maintain pricing and risk analytics for linear interest rate and FX products, including interest rate swaps, cross-currency swaps, FX forwards/NDFs, sovereign bonds, repos, and money market instruments.
Design and enhance multi-curve construction frameworks for discounting, forwarding, collateral, and cross-currency basis across developed and Latin American markets.
Develop quantitative models and market data infrastructure supporting local and offshore Latin American markets, including BRL, MXN, CLP, COP, PEN, and other regional currencies as applicable.
Maintain and enhance existing C++ pricing libraries while driving the migration toward modern, scalable architectures.
Design and extend APIs that enable efficient integration across pricing, risk, and trading platforms.
Develop pricing, risk management, and market-making tools used directly by Sales and Trading in daily decision-making.
Optimize numerical methods and improve the performance, robustness, scalability, and reliability of pricing and risk calculations.
Investigate pricing and risk discrepancies, perform root-cause analysis, and deliver robust solutions within business timelines.
Partner closely with traders and structurers to develop new pricing methodologies, improve risk analytics, and support new product initiatives.
Document quantitative methodologies, model assumptions, and system architecture for internal stakeholders.

Approximately 3+ years of experience in Front Office Quantitative Analytics, Quantitative Development, Financial Engineering, or related roles supporting trading businesses.
Experience supporting production trading environments and working directly with Front Office stakeholders.
Experience with Latin American markets, emerging market rates, offshore trading environments, or cross-currency products is highly desirable
Frequent minimal physical effort such as sitting, standing and walking is required for this role.
Proven experience developing pricing models, market data frameworks, and curve construction methodologies for interest rate and FX products.
Technical Skills
Programming
Experience with Rust or a strong interest in developing production-quality systems in Rust.

Quantitative libraries such as QuantLib or similar analytics frameworks.
Bloomberg, Murex, Summit, or other front-office trading platforms.
Performance optimization, parallel computing, and scalable distributed systems.
Automated testing frameworks, model validation, and production monitoring.
Strong analytical and problem-solving abilities with a hands-on, ownership mindset.
Excellent communication skills with the ability to explain complex quantitative concepts to technical and non-technical stakeholders.
Collaborative approach with the ability to work effectively across Trading, Technology, Risk, and Structuring teams.

Strong programming skills in Python and modern C++.
Experience designing APIs and integrating quantitative libraries into front-office applications.
Familiarity with Linux, Git, CI/CD workflows, and modern software development practices.
Quantitative Knowledge
Strong understanding of:
Yield curve construction and multi-curve frameworks.
Bootstrapping, interpolation, discounting, and forwarding methodologies.
Pricing and risk management of linear interest rate products.
FX forwards, NDFs, cross-currency swaps, and cross-currency basis.
OIS discounting, collateral, funding, and valuation adjustments relevant to front-office pricing.
Numerical optimization techniques and computational methods.
Preferred Experience

$225,000.00 USD Maximum:
$255,000.00 USD
The base pay range for this position is posted below and represents the annualized salary range.
For hourly positions (non-exempt), the annual range is based on a 40-hour work week.
The exact compensation may vary based on skills, experience, training, licensure and certifications and location.

Offering more than just a paycheck our benefits are designed to support you, your family and your well-being, now and into the future.
Santander Benefits - 2026 Santander OnGoing/NH eGuide (foleon.com)

Santander is a global leader and innovator in the financial services industry and is evolving from a high-impact brand into a technology-driven organization.
Our people are at the heart of this journey and together, we are driving a customer-centric transformation that values bold thinking, innovation, and the courage to challenge what's possible.
This is more than a strategic shift.
We embrace a strong risk culture and all of our professionals at all levels are expected to take a proactive and responsible approach toward risk management.
If this sounds like a role you are interested in, then please apply.
We are committed to providing an inclusive and accessible application process for all candidates.
If you require any assistance or accommodation due to a disability or any other reason, please contact us at TAOps@santander.us to discuss your needs.

At Santander, we value and respect differences in our workforce.
We actively encourage everyone to apply.
Santander is an equal opportunity employer.
All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, genetics, disability, age, veteran status or any other characteristic protected by law.

This listing is sourced directly from Santander US's careers page and normalized into a canonical job model.