Area: CORPORATE & INVESTMENT BANKING
Company: 001
What are we looking for?
Education:
Academic background in Math, Physics, Computer Science or Engineering.
Master 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 to 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 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. Interact with external vendors and IT to coordinate solutions.
Define the internal Quantitative & Business Solutions development and testing policies to ensure the developments meet the quality standards for maintenance, robustness and usability.
Working at BBVA
BBVA is a global company with over 160 years of history present in 25 countries with over 81 million customers. We are more than 110,000 professionals working in multidisciplinary and diverse teams. At BBVA, we are ahead of the transformation that is taking place in the banking sector, challenging the status quo, to make life easier for our customers. Being part of BBVA means developing your career in one of the most innovative companies in finance.
Responsible banking
We're committed to responsible banking to help drive a more inclusive and sustainable society. The future of banking lies in financing the future. We started out with the spirit of helping others make the best financial decisions. That spirit remains with us today and encourages us to keep moving forward, prioritizing innovation and digital transformation so that we can put the opportunities of this new era within everyone's reach.
Diversity
At BBVA we believe having a diverse team makes us a better bank. For this reason, we actively support diversity, inclusion and equal opportunities regardless of race, sex, age, religion, sexual orientation, gender identity or expression. We cultivate a collaborative and inclusive work environment that allows every employee to do their best work.
Our values
Our values define our identity; they are what drives us to make our goals a reality and they guide all of our actions and the decisions we make.
Customer comes first
We think big
We are one team
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