Front Office Equity/FX Quantitative Analyst

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BBVA es una compañía global con más de 160 años de historia que opera en más de 25 países donde damos servicio a más de 80 millones de clientes. Somos más de 121.000 profesionales trabajando en equipos multidisciplinares con perfiles tan diversos como financieros, expertos legales, científicos de datos, desarrolladores, ingenieros y diseñadores.

Conoce más sobre el área:

Quantitative & Business Solutions (QBS) is a specialized unit within BBVA CIB – Global Markets, dedicated to providing investment banking solutions to clients worldwide. Our team operates across multiple geographies and specializes in various asset classes.

Sobre el puesto

​We seek experienced professionals with a strong mathematical and technological background to join our team.

About you:

• You have a technical or scientific background and are seeking a highly technical role, constantly striving for innovation and new challenges.

• You demonstrate a high level of commitment to your work and objectives.

• You are eager to contribute to the decision-making process of projects, sharing your perspective with other specialists. Strong communication skills are essential.

• You thrive in solving complex technical problems in a fast-paced, dynamic environment.

• You embody BBVA’s purpose and values in your professional approach.

Main functions:

• Design and implement valuation models and pricers to assess the risks of Global Markets (GM) derivative products, supporting GM desks worldwide in pricing and risk management activities.

• Collaborate in the digitalization of the derivatives business.

• Drive the design and technical implementation of valuation models across different Global Markets systems and platforms, ensuring consistency.

• Optimize technical solutions to enhance efficiency and performance.

• Drive the technical innovation in Global Markets.

• Coordinate the deployment of new models and pricers with other units, including Engineering and Risk areas.

• Support trading floor daily activity.

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Required skills and experience:

• Previous experience of at least 3 years in similar quantitative roles.

• Strong background in mathematics, stochastic calculus and numerical methods.

• Experience developing models/tools for pricing and hedging of Equity and FX products as well as supporting the trading desk on a daily basis.

•  Object Oriented Programming: strong skills of patterns developments in C++ (VB/C# .NET and Python programming is a plus).

• Ability to work in a very competitive and challenging environment.

• Excellent communication and inter-personal skills (B2 or higher English level).

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Education:

• MSc in Math, Physics or Engineering (STEM profiles).

• MSc  in Quantitative Finance is a plus.

• PhD in a technical fields or Quantitative Finance is highly valued.

Habilidades: