FO EQ/FI Quantitative Developer/Analyst

Excited to grow your career?

BBVA is a global company with more than 160 years of history that operates in more than 25 countries where we serve more than 80 million customers. We are more than 121,000 professionals working in multidisciplinary teams with profiles as diverse as financiers, legal experts, data scientists, developers, engineers and designers.

GLOBAL MARKETS  -QUANT. & BUSINESS SOLUTIONS

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Quantitative & Business Solutions (QBS) is a specialized unit within BBVA CIB – Global Markets, dedicated to providing investment banking solutions to clients worldwide. Our team operates across multiple geographies and specializes in various asset classes.

We seek experienced professionals with a strong mathematical and technological background to join our team.

About you:

• You have a technical or scientific background and are seeking a highly technical role, constantly striving for innovation and new challenges.

• You demonstrate a high level of commitment to your work and objectives.

• You are eager to contribute to the decision-making process of projects, sharing your perspective with other specialists. Strong communication skills are essential.

• You thrive in solving complex technical problems in a fast-paced, dynamic environment.

• You embody BBVA’s purpose and values in your professional approach.

About the job:

Main functions:

Front Office Quantitative Team collaborating to define an execution plan aligned with BBVA CIB – Global Markets' strategy:

• Design, implement, and testvaluation models and pricersto assess the risks ofGlobal Markets (GM) derivative products, supporting GM desks worldwide in pricing and risk hedging activities.

• Lead thedigitalizationof the derivatives business.

• Drive the design andtechnical implementationof valuation models across different Global Markets systems and platforms, ensuring consistency.

• Optimizetechnical solutions to enhanceefficiencyandperformance.

• Drive thetechnical innovationin Global Markets

• Coordinatethe deployment of new models and pricerswith other units, including Engineering and Risk areas

• Support trading floor daily activity

Required skills and experience

• Strong background inC++ programming, including object-oriented programming, STL, templates, and best practices. A minimum of5 years of experienceis required.

• At least 5 years in a similar role(Front Office Quantitative Team), developing trading tools such as pricers, models, sensitivities, and reports, while actively interacting with trading desks.

• Expertise in financial mathematics and derivative valuation, specializing inInterest Rate Models or Equity Models.

• Knowledge ofCredit, FXandInflation DerivativesValuation will be valued.

• Experience inmultiplatform development (Windows-Visual Studio, Linux), continuous integration, and the software development lifecycle (CI/CD, Jenkins, unit testing, regression testing).

• Strong background inmathematics and problem-solving.

Knowledge and proven experience in some  of these areas of expertise:

• Boost, Conan, Google Protocol Buffer, gRPC

• Experience with cloud technologies and related frameworks (AWS, Azure).

• Version control and containerization: Git, Docker, Web services: SOAP or similar technologies.

• Experience with the Murex platform and Murex Flex API.

• Python programming.

• Computational optimization using distributed computing, GPUs, vectorization, or other high-performance computing (HPC) techniques.

• Experience integrating trading tools with vendor solutions.

Education:

• MSc in Math, Physics or Engineering (STEM profiles)

• MSc  in Quantitative Finance is a plus

• PhD in a technical fields or Quantitative Finance is highly valued

• Bonus: CQF certification will be highly valuable.

Skills: