Quantitative Developer

hace 2 semanas

Madrid, Madrid, España bbva A tiempo completo
About the Role

We are seeking a highly skilled Quantitative Developer to join our team in Corporate and Investment Banking. As a key member of our Quantitative Development unit, you will be responsible for developing mathematical models and implementing valuation solutions for Equity and FX derivatives.

Key Responsibilities
  • Collaborate with the Quantitative Analysis team to develop mathematical models for pricing and risk hedging derivatives products.
  • Drive the technical implementation of valuation models in various systems and platforms.
  • Optimize model computation time through improvements in risk valuation methodology, software, and hardware.
  • Collaborate with Risk units during the approval process for Equity and FX derivatives.
  • Liaise with various units involved in valuation model development and IT implementation.
About Us

BBVA is a global company with over 160 years of history, present in 25 countries, and serving over 81 million customers. We are a team of over 110,000 professionals working in multidisciplinary and diverse teams. At BBVA, we are committed to responsible banking and strive to make life easier for our customers.

What We Offer
  • A dynamic and innovative work environment.
  • Opportunities for career growth and professional development.
  • A collaborative and inclusive work culture.
  • Access to cutting-edge technologies and tools.
Requirements
  • Strong background in C++ programming language.
  • Experience in multiplatform development systems and continuous integration.
  • Knowledge in mathematical finance and derivative products valuation.
  • Fluent in English and Spanish.

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