Be at the heart of actionFly remote-controlled drones into enemy territory to gather vital information.

Apply Now

FO Rates/Credit Quantitative Developer - Senior VP

BBVA
London
4 days ago
Create job alert

Overview

FO Rates/Credit Quantitative Developer - Senior VP role at BBVA.

Location: London, England, United Kingdom.

About the role

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 technological and mathematical 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.

Responsibilities

  • Design, implement, and test valuation models and pricers to assess the risks of Global Markets derivative products, supporting GM desks worldwide in pricing and risk hedging activities.
  • Lead the digitalization of the derivatives business.
  • Drive the design and technical implementation of valuation models across different Global Markets systems and platforms, ensuring consistency.
  • Optimize technical solutions to enhance efficiency and performance.
  • Drive the technical innovation in Global Markets.
  • Coordinate the deployment of new models and pricers with other units, including Engineering and Risk areas.
  • Support trading floor daily activity.

Qualifications

  • Strong background in C++ programming, including object-oriented programming, STL, templates, and best practices. A minimum of 5 years of experience is required.
  • At least 5 years in a similar Front Office Quantitative role, developing trading tools such as pricers, models, sensitivities, and reports, while actively interacting with trading desks.
  • Expertise in financial mathematics and derivative valuation, specializing in Interest Rate Models.
  • Knowledge of Rates, Credit or Inflation Derivatives valuation will be valued.
  • Experience in multiplatform development (Windows-Visual Studio, Linux), continuous integration, and the software development lifecycle (CI/CD, Jenkins, unit testing, regression testing).
  • Strong background in mathematics and problem-solving.

Knowledge areas

  • 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 technical fields or Quantitative Finance is highly valued.

Note that this is a hybrid quantitative role, requiring strong programming skills in C++ as well as solid analytical abilities to understand modelling and its underlying principles. Therefore, candidates with a strong mathematical background are preferred.

Employment details

  • Senior VP, Full-time, Finance


#J-18808-Ljbffr

Related Jobs

View all jobs

Front Office Quantitative Software Engineer

Subscribe to Future Tech Insights for the latest jobs & insights, direct to your inbox.

By subscribing, you agree to our privacy policy and terms of service.

Industry Insights

Discover insightful articles, industry insights, expert tips, and curated resources.

Why Data Science Careers in the UK Are Becoming More Multidisciplinary

Data science once meant advanced statistics, machine learning models and coding in Python or R. In the UK today, it has become one of the most in-demand professions across sectors — from healthcare to finance, retail to government. But as the field matures, employers now expect more than technical modelling skills. Modern data science is multidisciplinary. It requires not just coding and algorithms, but also legal knowledge, ethical reasoning, psychological insight, linguistic clarity and human-centred design. Data scientists are expected to interpret, communicate and apply data responsibly, with awareness of law, human behaviour and accessibility. In this article, we’ll explore why data science careers in the UK are becoming more multidisciplinary, how these five disciplines intersect with data science, and what job-seekers & employers need to know to succeed in this transformed field.

Data Science Team Structures Explained: Who Does What in a Modern Data Science Department

Data science is one of the most in-demand, dynamic, and multidisciplinary areas in the UK tech and business landscape. Organisations from finance, retail, health, government, and beyond are using data to drive decisions, automate processes, personalise services, predict trends, detect fraud, and more. To do that well, companies don’t just need good data scientists; they need teams with clearly defined roles, responsibilities, workflows, collaboration, and governance. If you're aiming for a role in data science or recruiting for one, understanding the structure of a data science department—and who does what—can make all the difference. This article breaks down the key roles, how they interact across the lifecycle of a data science project, what skills and qualifications are typical in the UK, expected salary ranges, challenges, trends, and how to build or grow an effective team.

Why the UK Could Be the World’s Next Data Science Jobs Hub

Data science is arguably the most transformative technological field of the 21st century. From powering artificial intelligence algorithms to enabling complex business decisions, data science is essential across sectors. As organisations leverage data more rapidly—from retailers predicting customer behaviour to health providers diagnosing conditions—demand for proficiency in data science continues to surge. The United Kingdom is particularly well-positioned to become a global data science jobs hub. With world-class universities, a strong tech sector, growing AI infrastructure, and supportive policy environments, the UK is poised for growth. This article delves into why the UK could emerge as a leading destination for data science careers, explores the job market’s current state, outlines future opportunities, highlights challenges, and charts what must happen to realise this vision.