Overview
BBVA is a global company with a history of over 160 years, operating in more than 25 countries and serving more than 80 million customers. The GMRU COE team is a multidisciplinary group of Data Science, Quantitative, and Software Development professionals that develops methodologies and technology solutions for measuring and monitoring market risk and counterparty risk. The role focuses on developing and automating tools for market risk and counterparty risk measurement and monitoring, contributing to cloud-based solutions and the Global Stress Platform, and supporting the implementation of methodological solutions for market risk and counterparty risk stress testing.
Responsibilities
- Develop and automate tools for measuring and monitoring market risk and counterparty risk.
- Contribute to cloud-based solutions and the Global Stress Platform.
- Support the implementation of methodological solutions for market risk and counterparty risk stress testing.
Qualifications
- 2–4 years of experience in a relevant quantitative/technical field.
- Bachelor’s or Master’s degree in Mathematics, Physics, Engineering, Computer Science, or related discipline.
- Knowledge of quantitative finance, particularly market risk and counterparty risk.
- Good knowledge of Python programming.
- Knowledge of structured programming languages (e.g., Java, C#, or C++) is a plus.
- Strong analytical and problem-solving skills.
- Ability to work effectively in multidisciplinary teams.
- Eligible to work in the UK (priority for eligible candidates).
Skills
- Client Orientation
- Empathy
- Ethics
- Innovation
- Proactive Thinking
Note: This role requires participation in the organization’s hiring process and does not include non-role-related information.
#J-18808-Ljbffr…