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Internship Offer Banco Santander: Intern Front Office Quant
Santander Internship Programme
Role Profile
Department: Quants – FI&FX - GBM
Role Title: Front Office Quant
Line Manager's name: François Friggit
Location of internship
Madrid
Ciudad Grupo Santander,
28660 Boadilla
Spain
Internship's Main Objective
Participate to key technical projects of quant team
Required level of studies
Msc in maths applied to finance
Or school of engineers with major in finance
Intern's Main Tasks/Responsibilities
Within Fixed Income and Foreign Exchange division, the quant team develops pring and risk management algorithms and tools, mainly for derivatives.
Its activity is based on complex models, using modern numerical technics.
It is working as a network of quants in different group locations, collaborating with traders, struturers and sales in London, New York, Sao Paulo, Madrid, Mexico, Santiago de Chile and Hong Kong.
Several key projects may be develop by interns, particularly on liquidity/funding and counterparty risks valuation. To be discussed during the interview.
Additional Information (e.g. travel required, IT skills, etc)
Strong requirements
Stochastic calcul applied to finance
Knowledge of numerical methods : Monte Carlo, finite differences, Fourier, ...
Dynamism, autonomy, resistance to stress, capacity to adapt to a multicultural environment
Fluent english necessary. Spanish would help, but is not required.
Schedule: 6 months, starting between February and June 2012.
Apply by email.
Please do not modify the subject of the mail or your application will not be considered.
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