FO EQ/FI Quantitative Developer
Banco Bilbao Vizcaya Argentaria, S.A.1 day ago
London, United KingdomSenior
Responsibilities
- Design, implement, and test valuation models and pricers for Global Markets derivative products.
- Develop trading tools including pricers, models, sensitivities, and reports while interacting with trading desks.
- Drive the digitalization of the derivatives business and the technical innovation of Global Markets.
- Design and implement valuation models across Global Markets systems and platforms, ensuring consistency.
- Optimize technical solutions for efficiency and performance.
- Coordinate deployment of new models and pricers with Engineering and Risk teams.
- Support daily trading-floor activity and integrate trading tools with vendor solutions.
Requirements
- Strong C++ programming background, including object-oriented programming, STL, templates, and best practices.
- At least 5 years of experience in a similar front-office quantitative role.
- Expertise in financial mathematics and derivative valuation, specializing in Interest Rate Models or Equity Models.
- Knowledge of Credit, FX, and Inflation Derivatives Valuation is valued.
- Experience with Windows and Linux development, continuous integration, software development lifecycle practices, Jenkins, unit testing, and regression testing.
- Knowledge or proven experience with Boost, Conan, Google Protocol Buffer, gRPC, AWS, Azure, Git, Docker, SOAP or similar web services, Murex, Murex Flex API, Python, and high-performance computing techniques.
- Experience with distributed computing, GPUs, vectorization, computational optimization, or other HPC techniques is valued.
- Strong mathematics, problem-solving, communication, and technical collaboration skills.
- MSc in Mathematics, Physics, Engineering, or another STEM field.
- An MSc in Quantitative Finance, PhD in a technical field or Quantitative Finance, and CQF certification are highly valued.
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.