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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.
Learn more about the area:
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 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.
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 3 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 very competitive and challenging environment.
Excellent communication 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 ThinkingSkills Required
- At least 3 years of experience in similar quantitative roles
- Strong background in mathematics, stochastic calculus, and numerical methods
- Experience developing pricing and hedging models or tools for Equity and FX products
- Experience supporting a trading desk on a daily basis
- Strong object-oriented programming skills, including development patterns in C++
- MSc in Mathematics, Physics, Engineering, or another STEM field
- B2 or higher English proficiency
- VB, C# .NET, and Python programming experience
- MSc in Quantitative Finance
- PhD in a technical field or Quantitative Finance
What We Do
At BBVA we are leading the transformation of banking worldwide, united in pursuing our goal of bringing the age of opportunity to everyone. Firmly focused on the future, our on-going digital transformation is already producing disruptive innovations that power our vision of banking. Every one of our 112,465 employees, from branch staff to senior leaders, plays an essential role in giving our 85 million customers the cutting edge banking solutions that they deserve. Building on 165 years of history we know the importance of constant development, which is why we place so much confidence in the collaborative working environment that enables our people to grow and excel. If you would like to learn about the culture and opportunities on offer at a company that is leading the way for 21st century banking, head to the ‘Life’ tab to find out more.
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