11 Jesus sanctified Baptism by being Himself baptized. If the Son of God was baptized, what godly man is he that despises Baptism? But He was baptized not that He might receive remission of sins, for He was sinless; but being sinless, He was baptized, that He might give to them that are baptized a divine and excellent grace. For since the children are partakers of flesh and blood, He also Himself likewise partook of the same, that having been made partakers of His presence in the flesh we might be made partakers also of His Divine grace: thus Jesus was baptized, that thereby we again by our participation might receive both salvation and honour.
According to Job, there was in the waters the dragon that draws up Jordan into his mouth. Since, therefore, it was necessary to break the heads of the dragon in pieces, He went down and bound the strong one in the waters, that we might receive power to tread upon serpents and scorpions. The beast was great and terrible. No fishing-vessel was able to carry one scale of his tail: destruction ran before him, ravaging all that met him. The Life encountered him, that the mouth of Death might henceforth be stopped, and all we that are saved might say, O death, where is your sting? O grave, where is your victory? The sting of death is drawn by Baptism.
Source: Catechetical Lectures (New Advent)