Quantitative Developer for Corporate

hace 5 días


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

We are seeking a highly skilled Quantitative Developer to join our Corporate & Investment Banking team at BBVA. As a key member of our team, 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 different units involved in valuation model development and IT implementation.
  • Define internal Quantitative & Business Solutions development and testing policies.
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 a team of over 110,000 professionals working in multidisciplinary and diverse teams. At BBVA, we are committed to responsible banking and helping drive a more inclusive and sustainable society.

Our Values

We believe in a set of core values that guide our actions and decisions: Customer comes first, We think big, and We are one team.



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