Area: CORPORATE & INVESTMENT BANKING
Company: 001
What are we looking for?
Highly motivated professional able to work as team player in a fast growing business with more than 5 years experience in QIS to lead the development of the Volatility Risk Premia, with focus on equities.
Previous experiences and expertise:
Academic background in any of the following disciplines: finance, mathematics, physics or engineering.
Master in quantitative finance or in any other quantitative field is a plus.
More than 5 years of experience either in Global Markets, or an Asset Management company with a practical knowledge in the Index implementation or hedging of Systematic Volatility Strategies.
A good understanding of the investment process, investment management industry, portfolio theory, and financial markets.
Good understanding of Equity Derivatives Pricing and Volatility Market Dynamics.
Understanding of Systematic Volatility Strategies as Portfolio Risk mitigation.
Advanced Python programming skills.
Languages skills:
Fluency in English.
This position will require the candidate to have a valid Mifid certification. In case the candidate is not certified, they will have to obtain the pertaining certification upon the incorporation to the role.
Overview
QIS is a fast growing business, as part of the Investment Solutions, sits within Global Markets unit, focusing in the design, manufacturing and distribution of rule based, multi-asset strategies, built as investible indices. BBVA QIS offers clients a wide range of investment alternatives leveraging on BBVA´s powerful data- driven skills and expertise:
Main tasks:
Drives the development of the QIS Volatility Risk Premia strategies with a Equity Derivatives focus across listed instruments that meet the required quality and suitability for the different client's needs.
Ideation of strategies and Implementation of the QIS Structuring Model (in python).
Creation of the rulebook of the strategy.
Working closely with trading on effective hedging of the strategies.
Liaising with the relevant BBVA departments and external providers about the above duties.
Support of the sales and marketing function as a QIS specialist in the specific asset class.
Post sale effort to providing regular service to the BBVA QIS clients.
Working on specific Risk Premia Solutions that fit BBVA QIS clients requests.
Collaborate with other functions within the business to ensure the alignment of the product with client requirements.
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