Quantitative Developer

hace 2 semanas

Madrid, Madrid, España bbva A tiempo completo
Job Title: Quantitative Developer - XVA

We are seeking a highly skilled Quantitative Developer to join our XVA team at BBVA. As a Quantitative Developer, you will be responsible for developing and implementing valuation models for XVA and Balance calculations.

About the Role:
  • Develop and implement valuation models for XVA and Balance calculations
  • Analyze and validate vendors valuation tools to ensure they meet our needs
  • Collaborate with the Quantitative Analysis team to support GM and Risk units in using and understanding GM applications
  • Participate in the process for the model technical deployment
  • Define the internal Quantitative & Business Solutions development and testing policies
About Us:

BBVA is a global company with over 160 years of history present in 25 countries with over 81 million customers. We are more than 110,000 professionals working in multidisciplinary and diverse teams.

We are committed to responsible banking to help drive a more inclusive and sustainable society. The future of banking lies in financing the future.

Requirements:
  • Academic background in Math, Physics, Computer Science or Engineering
  • Master degree in quantitative finance or experience in capital markets software development
  • Strong background in C++ programming language (object-oriented programming, STL, templates...)
  • Background in multiplatform development systems (Windows-Visual Studio, Linux), continuous integration and software lifecycle (Jenkins, unit testing, regression testing...)
  • Background in Python programming language
  • Background in mathematics and analytical thinking
  • Fluent in English and Spanish
What We Offer:

We offer a dynamic and challenging work environment, with opportunities for professional growth and development. You will be part of a team of experts in quantitative finance and risk management, working on cutting-edge projects that have a positive impact on millions of people.

We also offer a competitive salary and benefits package, as well as opportunities for training and professional development.

How to Apply:

If you are a motivated and talented individual who is passionate about quantitative finance and risk management, we encourage you to apply for this exciting opportunity.

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