Quantitative Risk Engineer – Algorithmics (Ciudad de México, Miguel Hidalgo)
Banco Bilbao Vizcaya Argentaria, S.A.3 days ago
Mexico City, MexicoMid Level / Senior
Responsibilities
- Analyze the functional and technical aspects of Algorithmics, including functionality, processes, data, and integrations to migrate, replace, or remove.
- Develop and adapt Java, SQL, XML, and FpML solutions for Market Risk, Financial Markets, and Treasury.
- Coordinate system integration through APIs, messaging, batch processing, files, and Oracle/SQL database interfaces.
- Work with trade, position, market-data, valuation, curve, sensitivity, scenario, and risk-metric information alongside Engineering, Risk, Global Markets, and Front Office teams.
- Execute functional, integration, regression, and UAT testing, including debugging and validation of equivalent results across platforms.
- Lead the end-to-end transformation of a critical risk platform, from dependency analysis through development, integration, migration, and decommissioning.
Requirements
- 3 to 5 years of experience developing or implementing technology solutions related to Financial Markets, Market Risk, Treasury, Capital Markets, or Corporate & Investment Banking.
- Strong knowledge of Java and SQL/Oracle.
- Knowledge of XML and/or FpML, system architecture and integration, APIs, messaging, batch processing, and database interfaces.
- Experience with Linux/Unix, Git, testing, and debugging environments.
- Knowledge of Market Risk, Financial Markets, and Treasury concepts, including positions, valuation, market data, sensitivities, and risk metrics.
- Bachelor-level degree or equivalent licenciatura qualification, with the candidate titulado/a or pasante.
- Intermediate or advanced English.
- Experience with IBM Algorithmics or similar Risk/Capital Markets platforms such as Murex or Calypso is desirable.
- Experience participating in migration, transformation, or decommissioning projects for legacy financial platforms is desirable.
About Banco Bilbao Vizcaya Argentaria, S.A.
Banco Bilbao Vizcaya Argentaria, S.A. (BBVA) is a Spanish multinational bank providing retail, corporate and investment banking, digital payments, lending, and wealth services for consumers and businesses. It operates in 25+ countries and serves over 80 million customers, with major franchises in Spain and Mexico and a strong emphasis on data-driven digital banking. Founded in 1857, BBVA is headquartered in Bilbao, Spain.