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SCIB Quant Data Analytics & Models Specialist

Boadilla del Monte, Comunidad de Madrid, Spain

SCIB Quant Data Analytics & Models SpecialistCountry : 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 () 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 - 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, PythonDesirable : 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 databasesExperience in at least one, Oracle / MSSQL / MariaDB / PostgresSQLDocument Oriented Database.

Experience in MongoDBDesirable : Columnar Databases, NoSQL, Graph Database : Experience in at least one, Oracle Graph / NeoJ

Basic Math : Graphs & Linear AlgebraDesirable : Montecarlo Simulation & Stochastic Process, Differentiation

Compiler Construction : gcc, ms visual studioDesirable Cloud Technologies : Azure, AWS

SCIB

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Crear alertas por correo electrónico

Crear alertas por correo electrónico

SCIB Quant Data Analytics & Models Specialist ofertas de trabajo en Boadilla del Monte, Comunidad de Madrid, Spain

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