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

About the role

Join Santander's New York Quant team as a Vice President focused on Latin America Rates and FX. You will work at the intersection of quantitative research, technology, and trading, shaping the pricing and risk analytics ecosystem for a range of interest‑rate and foreign‑exchange products.

Key responsibilities

• Develop, enhance, and maintain pricing and risk analytics for linear interest‑rate and FX products, including swaps, forwards, NDFs, sovereign bonds, repos and money‑market instruments.
• Design multi‑curve construction frameworks for discounting, forwarding, collateral and cross‑currency basis across both developed and Latin American markets.
• Build quantitative models and market‑data infrastructure for currencies such as BRL, MXN, CLP, COP and PEN.
• Contribute to the next‑generation quantitative library in Rust and its Python APIs, while maintaining existing C++ pricing libraries.
• Design and extend APIs that integrate pricing, risk and trading platforms, supporting sales and trading decision‑making.
• Incorporate FX dynamics—funding, collateral, cross‑currency basis, offshore liquidity and local conventions—into analytics.

Required profile

• Advanced degree (PhD or Master) in a quantitative discipline such as Mathematics, Physics, Computer Science or Engineering.
• Significant experience (typically 8+ years) in front‑office quantitative analytics, preferably within a major bank or financial institution.
• Proven ability to work collaboratively with trading, sales, structuring, risk and technology teams.

Required skills

• Strong programming proficiency in Rust, Python and C++.
• Deep understanding of interest‑rate and FX product pricing, multi‑curve frameworks and market conventions.
• Experience with high‑performance computing, numerical optimization and API design.

What we offer

• Opportunity to influence a global quantitative platform and work on cutting‑edge technology.
• Competitive compensation and benefits within a leading international bank.
• Collaborative, innovative environment that encourages bold thinking.