.Area:CORPORATE & INVESTMENT BANKINGCompany:What are we looking for?STEM talent in the BBVA group: What we offer you?You will be part of a team of more than Technology and Data experts, in 25 countries, whose aim is to take the bank further thanks to technology.You will participate in one of the close to 1,800 cutting-edge technology projects that we implement annually with a positive impact on 85 million people.You will work with a wide range of technologies, from the most experienced to the most disruptive: 46 different programming languages, 201 development platforms, etc.You will collaborate with our main tech partners - Microsoft, Google, AWS, Salesforce, IBM, RedHat, Telefonica, Cisco, Genesys, etc.You will carry out innovative projects in areas such as Development, Architecture, Security, Infrastructure, and Data.You will learn by working on your project, you will work with referents and you will have access to the entire BBVA training offer and to the Ninja project, a gamified training platform with a community of more than 11,000 participants with more than 2,000 talks, 1,300 workshops, and 48 hackathons held.Education:Academic background in Math, Physics, Computer Science, or Engineering.Master's degree in quantitative finance or experience in capital markets software development will be valued.Required skills:Strong background in C++ programming language (object-oriented programming, STL, templates). Minimum of 4 years experience required.Background in multiplatform development systems (Windows-Visual Studio, Linux), continuous integration, and software lifecycle (Git, CMake, Jenkins, unit testing, regression testing).Knowledge in mathematical finance and derivative products valuation.Knowledge and experience with the Murex platform will be appreciated.Fluent in English and Spanish.Soft Skills:Strong analytical thinking.Good communication skills.Team and collaborative work.Overview:QBS Quantitative development unit focuses on providing valuation solutions for BBVA as part of Corporate & Investment Banking (CIB). The team is organized by underlyings working and collaborating closely with BBVA trading Desks.Key tasks:Collaborate with the Quantitative Analysis team in developing mathematical models regarding Equity and FX derivatives for pricing and risk hedging the derivatives products managed by the Global Markets (GM) unit.Drive the technical implementation of the developed valuation models in the different GM systems/platforms.Optimize the models computation time through improvements in the risk valuation methodology, software, and hardware.Collaborate with Risks units during the approval process for Equity and FX derivatives.Liaise alongside with different units involved in the valuation model development and IT implementation (GM Desks, IT, Risk, Internal Validation, etc.).Collaborate and provide support to the Trading Support unit about the functional system configuration with focus on valuation
