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
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
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