Quantitative Developer for Equity and FX Derivatives

hace 3 semanas


Madrid, Madrid, España bbva A tiempo completo
Job Overview

We are seeking a highly skilled Quantitative Developer to join our team in Corporate & Investment Banking. As a key member of our team, you will be responsible for developing mathematical models regarding Equity and FX derivatives for pricing and risk hedging.

About the Role

This is an exciting opportunity to work on cutting-edge technology projects that have a positive impact on millions of people. You will collaborate with our main tech partners - Microsoft, Google, AWS, Salesforce, IBM, RedHat, Telefonica, Cisco, Genesys, etc.

Key Responsibilities
  • Collaborate with the Quantitative Analysis team in developing mathematical models regarding Equity and FX derivatives for pricing and risk hedging the derivatives products managed by the Global Markets (GM) unit.
  • Drive the technical implementation of the developed valuation models in the different GM systems/ platforms.
  • Optimize the models computation time through improvements in the risk valuation methodology, software and hardware.
  • Collaborate with Risks units during the approval process for Equity and FX derivatives.
Requirements

To succeed in this role, you will need:

  • A strong background in C++ programming language (object-oriented programming, STL, templates...). Minimum of 4 years experience required.
  • Background in multiplatform development systems (Windows-Visual Studio, Linux), continuous integration and software lifecycle (Git, CMake, Jenkins, unit testing, regression testing...).
  • Knowledge in mathematical finance and derivative products valuation.
  • Familiarity with the Murex platform is a plus.
What We Offer

We offer a competitive salary of $120,000 per year, along with a range of benefits including:

  • Health insurance
  • Retirement plan
  • Flexible working hours
About Us

BBVA is a global company with over 160 years of history present in 25 countries with over 81 million customers. We are committed to responsible banking to help drive a more inclusive and sustainable society.

Why Join Us?

At BBVA, we believe having a diverse team makes us a better bank. We actively support diversity, inclusion and equal opportunities regardless race, sex, age, religion, sexual orientation, gender identity or expression.



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