Quantitative Developer

hace 4 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 team, you will be responsible for developing mathematical models for pricing and risk hedging derivatives products.

Key Responsibilities
  • Collaborate with the Quantitative Analysis team to develop mathematical models for Equity and FX derivatives.
  • 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.
Requirements
  • Strong background in C++ programming language.
  • Minimum of 4 years experience in multiplatform development systems, continuous integration, and software lifecycle.
  • Knowledge in mathematical finance and derivative products valuation.
  • Fluent in English and Spanish.
What We Offer

As a Quantitative Developer at Bbva, you will have the opportunity to work on cutting-edge technology projects, collaborate with a team of experts, and participate in a gamified training platform with access to over 11,000 participants. You will also have access to the entire Bbva training offer and a wide range of technologies, including 46 programming languages and 201 development platforms.

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