Quantitative Developer

hace 1 semana

Madrid, Madrid, España bbva A tiempo completo
Join Our Team as a Quantitative Developer

We are seeking a highly skilled Quantitative Developer to join our team at BBVA. As a Quantitative Developer, you will be responsible for developing mathematical models and implementing them in our systems to price and risk hedge derivatives products.

About the Role

The successful candidate will have a strong background in C++ programming, experience with multiplatform development systems, and knowledge of mathematical finance and derivative products valuation. You will work closely with our Quantitative Analysis team to develop and implement valuation models, and collaborate with our Risk units to ensure that our models meet the required standards.

Key Responsibilities
  • Develop and implement mathematical models for pricing and risk hedging derivatives products
  • Collaborate with the Quantitative Analysis team to develop and implement valuation models
  • Work with our Risk units to ensure that our models meet the required standards
  • Optimize model computation time through improvements in the risk valuation methodology, software, and hardware
  • Liaise with different units involved in the valuation model development and IT implementation
What We Offer

As a Quantitative Developer at BBVA, you will have the opportunity to work on cutting-edge technology projects, collaborate with a diverse team of experts, and contribute to the development of innovative solutions. We offer a competitive salary, a comprehensive benefits package, and opportunities for professional growth and development.

About BBVA

BBVA is a global company with over 160 years of history, present in 25 countries, and serving over 81 million customers. We are committed to responsible banking and strive to make a positive impact on society. Our values of customer-centricity, innovation, and teamwork guide our actions and decisions.

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