C++ XVA Quantitative Analyst

hace 4 semanas

Madrid, Madrid, España bbva A tiempo completo

Sector:
CORPORATE & INVESTMENT BANKING

Company:
001

Position Overview:

We are seeking talented individuals with a strong STEM background to join our innovative team at BBVA. Our organization is committed to leveraging technology to enhance banking services across 25 countries.

What We Offer:

  • Opportunity to engage in a diverse array of technology projects, contributing to solutions that impact 85 million customers.
  • Exposure to a variety of technologies, including 46 programming languages and 201 development platforms.
  • Collaboration with leading technology partners such as Microsoft, Google, AWS, and more.
  • Involvement in groundbreaking projects spanning Development, Architecture, Security, Infrastructure, and Data.
  • Access to comprehensive training resources, including the Ninja project, a gamified platform with extensive community engagement.

Educational Requirements:

  • Degree in Mathematics, Physics, Computer Science, or Engineering.
  • Master’s degree in quantitative finance or relevant experience in capital markets software development.

Essential Skills:

  • Proficiency in XVA (Valuation Adjustments for derivatives).
  • Strong understanding of mathematical finance and derivative product valuation.
  • Extensive experience in C++ programming (minimum of 4 years).
  • Familiarity with multiplatform development environments (Windows-Visual Studio, Linux) and software lifecycle processes.
  • Technical expertise in tools such as C++ Boost, CMake, Git, and Web Services.
  • Proficient in Python programming (minimum of 2 years).
  • Strong analytical and mathematical skills.
  • Fluent in both English and Spanish.

Soft Skills:

  • Excellent analytical and problem-solving abilities.
  • Strong communication and teamwork skills.
  • Ability to make data-driven decisions.
  • Capacity to manage multiple tasks and prioritize effectively.

Role Responsibilities:

  • Lead the development of technical frameworks for pricing and risk management related to Counterparty Credit Risk.
  • Collaborate with Quantitative Analysis Specialists to evaluate valuation methodologies and implementation strategies.
  • Oversee the technical development of valuation models and their integration into existing platforms.
  • Enhance the usability and efficiency of valuation models through continuous improvements.
  • Provide training and support to teams on the use of new valuation software.
  • Validate vendor valuation tools to ensure alignment with business needs.
  • Define and uphold development and testing standards to ensure quality and usability.

About BBVA:

BBVA is a global financial institution with a rich history of over 160 years, serving more than 81 million customers across 25 countries. We pride ourselves on our commitment to innovation and responsible banking, fostering a diverse and inclusive workplace that empowers our employees to excel.

Our Values:

At BBVA, our values guide our actions and decisions, emphasizing customer-centricity, teamwork, and a forward-thinking approach.

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