SCIB Quant Data Analytics & Models Specialist
Santander
- Boadilla del Monte, Madrid
- Permanente
- Tiempo completo
- 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.
- Between 2-10 years of experience in relevant fields
- Ph.D /MS in Computer Engineering and/or Telecommunication
- 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