SCIB Quant Data Analytics & Models Specialist
Country: Spain
SCIB is looking for a Quant Data Analytics & Models Specialist, based in our Boadilla del Monte office.
WHY YOU SHOULD CONSIDER THIS OPPORTUNITY
At Santander CIB (www.santandercib.com) we are key players in the transformation of the financial sector. Do you want to join us?
Santander Corporate & Investment Banking (SCIB) is Santander's global division that supports some of the world's most complex and sophisticated corporate and institutional clients, offering customized services and value-added wholesale products to best meet their needs.
Santander is proud of being an organization where there are equal opportunities regardless of gender identity, culture and disability. Our mission is to contribute to help more people and business prosper.
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.
WHAT YOU WILL BE DOING
As a Quant Data Analytics & Models Specialist, you will help us in different fronts:
- Improvement and support of a Distributed Calculation Engine for metrics, sensitivities and FMtM of XVA.
- Engine performance and tuning evaluation. Improving existing tools to monitor and identify bottlenecks of the current solution. (On-prem/cloud)
- Collaborate to understand and identify the data required to do the calculations in the XVA engine. Collaborate to define the most accurate data modeling in terms of consistency, scalability and efficiency.
- Collaborate on CI/CD automations, testing and data validations.
EXPERIENCE
- Between 2-10 years of experience in relevant fields
EDUCATION
- Ph.D /MS in Computer Engineering and/or Telecommunication
SKILLS & KNOWLEDGE
- Team player
- Excellence in analysis, problem solving and summary communication
- Proactive
- Positive with a critical mind
- Fluent English written and spoken. Spanish is desirable
- Programming Paradigms: Object-Oriented, Concurrent / Multithreading
- Programming Languages:
- Must have: C/C++, Java, Python
- Desirable: Rust, Shell, VBA, Dash
- Software architectures: High performance Computing paradigm, Distributed Grid Computing, Pipelines, Micro services, Predictive analysis
- Operating Systems: GNU/Linux, Windows
- Database:
- SQL is a must for relational databases
- Experience in at least one, Oracle/MSSQL/MariaDB/PostgresSQL
- Document Oriented Database. Experience in MongoDB
- Desirable: Columnar Databases, NoSQL, Graph Database: Experience in at least one, Oracle Graph/Neo4J
- Basic Math:
- Graphs & Linear Algebra
- Desirable: Montecarlo Simulation & Stochastic Process, Differentiation
- Compiler Construction:
- gcc, ms visual studio
- Desirable Cloud Technologies: Azure, AWS
If you want to know more about us, follow us on https://www.linkedin.com/company/santander-corporate-investment-banking/
Visit our website https://www.betechwithsantander.com/en/home
#SCIB
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What We Do
Banco Santander (SAN SM, STD US, BNC LN) is a leading commercial bank, founded in 1857 and headquartered in Spain and one of the largest banks in the world by market capitalization. The group’s activities are consolidated into five global businesses: Retail & Commercial Banking, Digital Consumer Bank, Corporate & Investment Banking (CIB), Wealth Management & Insurance and Payments (PagoNxt and Cards). This operating model allows the bank to better leverage its unique combination of global scale and local leadership. Santander aims to be the best open financial services platform providing services to individuals, SMEs, corporates, financial institutions and governments. The bank’s purpose is to help people and businesses prosper in a simple, personal and fair way. Santander is building a more responsible bank and has made a number of commitments to support this objective, including raising €220 billion in green financing between 2019 and 2030. In the first quarter of 2024, Banco Santander had €1.3 trillion in total funds, 166 million customers, 8,400 branches and 211,000 employees.
