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Senior Fixed Income Quantitative Developer

hace 2 semanas


Madrid, España BBVA in the USA A tiempo completo

Senior Fixed Income Quantitative Developer Pay CompetitiveLocation Madrid/Community Of MadridEmployment type Full-TimeJob Description Req#: JR Area:CORPORATE & INVESTMENT BANKINGCompany:001What are we looking for?Experience and Knowledge:Strong background in C++ programming language (object-oriented programming, STL, templates...).Minimum of 5 years of experience required in C++Background in multiplatform development systems (Windows-Visual Studio, Linux), continuous integration and software lifecycle (Jenkins, unit testing, regression testing…).Technical knowledge in some of the following technologies: C++ Boost, CMake, Google Protocol Buffer and gRPC, Git, Docker, Web Services (SOAP or similar),Python programming language will be appreciatedBackground in mathematics and analytical thinkingKnowledge and proven experience in at least two of these areas of expertise will be desirable:Financial math and derivative products valuation with specialization in fixed income.Knowledge and experience with the Murex platform and Murex Flex API.Computational optimization using distributed computing, vectorization or other HPC techniques.Experience in FO trading tools development for pricing and risk management (sensitivities, reports, automated pricing…)Required qualifications:MSc in Math, Physics or Engineering.Master degree in quantitative finance will be valued.OverviewCollaborate with the Quantitative Development Manager in defining the working plan for the Quantitative Development unit. Focus on establishing the planning and priorities, taking into