Front Office Equity/FX Quantitative AnalystExcited to grow your career?
BBVA is a globalpany 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.
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.
About the job:
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 ofmitment to your work and objectives. You are eager to contribute to the decision-making process of projects, sharing your perspective with other specialists. Strongmunication skills are essential. You thrive in solvingplex technical problems in a fast-paced, dynamic environment. You embody BBVA's purpose and values in your professional approach.
Main functions:
Design and implement valuation models and pricers to assess the risks of Global Markets (GM) derivative products, supporting GM desks worldwide in pricing and risk management activities. Collaborate in 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.
Required skills and experience
Previous experience of at least 5 years in similar quantitative roles. Strong background in mathematics, stochastic calculus and numerical methods. Experience developing models/tools for pricing and hedging of Equity and FX products as well as supporting the trading desk on a daily basis. Object Oriented Programming: strong skills of patterns developments in C++ (VB/C# .NET and Python programming is a plus). Ability to work in a verypetitive and challenging environment. Excellentmunication and inter-personal skills (B2 or higher English level)
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
Skills:
Customer Targeting, Empathy, Ethics, Innovation, Proactive Thinking Job ID JR00074290