Quantitative Risk Developer: Cloud & Stress Testing (Python)

BBVA is seeking a quantitative/technical professional in London to develop and automate tools for measuring and monitoring market risk and counterparty risk. The role contributes to cloud-based solutions and the Global Stress Platform and supports stress-testing methodologies.

The ideal candidate has 2–4 years in a quantitative field, a degree in a related discipline, and strong Python skills, with knowledge of Java, C#, or C++. UK work eligibility is prioritized.

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