FO EQ/FI Quantitative Developer/Analyst

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 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

Front Office Quantitative Team collaborating to define an execution plan aligned with BBVA CIB – Global Markets’ strategy:

• Design, implement, and test valuation models and pricers to assess the risks of Global Markets (GM) 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

Required skills and experience

• 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 role (Front Office Quantitative Team), 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 or Equity Models.
• Knowledge of Credit, FX and 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 and proven experience in some of these areas of expertise

• 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 a technical fields or Quantitative Finance is highly valued

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