Scib Quant Data Analytics

hace 4 semanas

Boadilla del Monte, España Santander A tiempo completo

SCIB Quant Data Analytics & Models SpecialistCountry: SpainSCIB is looking for a Quant Data Analytics & Models Specialist, based in our Boadilla del Monte office.WHY YOU SHOULD CONSIDER THIS OPPORTUNITYAt 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 DOINGAs 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.EXPERIENCEBetween 2-5 years of experience in relevant fields.EDUCATIONPh.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, Microservices, 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: Monte Carlo Simulation & Stochastic Process, Differentiation- Compiler Construction: gcc, MS Visual Studio; Desirable Cloud Technologies: Azure, AWS.#J-18808-Ljbffr

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