Algo Trading Quant – Advanced Analytics for Rates Trading

hace 2 semanas


Madrid, España BBVA A tiempo completo

Excited to grow your career?   BBVA is a global company with more than 160 years of history that operates in more than 25 countries where we serve more than 80 million customers. We are more than 121,000 professionals working in multidisciplinary teams with profiles as diverse as financiers, legal experts, data scientists, developers, engineers and designers. Learn more about the area:   At C&IB Global Markets , our Advanced Analytics & Algorithmic Trading team is at the forefront of transforming our business into a more scientific and data-driven enterprise About the job: We are seeking a highly skilled Algo Trading Quan t to join our efforts in building a cutting-edge suite of trading algorithms for our Rates Flow Desks in Madrid. As part of our team, you will have the opportunity to work on impactful initiatives that blend quantitative finance with advanced technology, including: Development of Advanced Analytics Models : Design and implement models to estimate fair value, market liquidity, optimal bid-ask spreads, hedging strategies, and other pricing insights for rates flow instruments. Algorithmic Trading : Build and refine market-making and execution algorithms using scientific methodologies such as stochastic optimal control, machine learning, and reinforcement learning. Signal Generation : Develop predictive indicators and alpha signals based on market trends, volatility, volume, inflation metrics, and other relevant features. Performance Analysis : Create robust frameworks for ex-ante (backtesting) and ex-post (P&L attribution) evaluation of models and algorithmic strategies. Trader Collaboration : Work closely with rates trading desks in Madrid, London and New York to understand their business goals, translate those into quantitative models, and iteratively refine your solutions based on trader feedback.  Ideal Candidate Profile We are looking for a candidate with strong quantitative acumen and a passion for applying data science to financial markets. You should possess: Education : A Master's degree in Physics, Mathematics, Statistics, Engineering, or Computer Science. Experience : 2–4 years in a quantitative research, algorithmic trading, or data science role within the financial industry or a similarly rigorous environment. Market Knowledge : Solid understanding of financial markets. Familiarity with flow rates trading instruments and strategies is a plus Mathematical Fluency : Ability to conceptualize and communicate complex ideas in mathematical terms. Proficiency in stochastic calculus, Bayesian methods, and optimal control theory is a strong plus.  Programming Skills : ​Proficient in Python and object-oriented languages such as Java. Knowledge of KDB+/Q is highly valuable. Data & ML Tools: Experience with common machine learning libraries and big data technologies such as Hadoop and Spark. Soft Skills: Entrepreneurial mindset with the initiative to identify and pursue opportunities. Ability to work under pressure and deliver results in fast-paced environments. Strong communication skills in English; Spanish is a plus but not required.  Why Join Us? You will be part of a dynamic team shaping the future of algorithmic trading within a growing investment



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