QUANTITATIVE RISK DEVELOPER
Banco Bilbao Vizcaya Argentaria, S.A.27 days ago
London, United KingdomMid Level
Responsibilities
- Develop and automate tools for market risk and counterparty risk measurement and monitoring.
- Contribute to cloud-based solutions and the Global Stress Platform.
- Support implementation of methodological solutions for market risk and counterparty risk stress testing.
- Work with multidisciplinary teams of data science, quantitative, and software development professionals.
Requirements
- 2–4 years of professional experience.
- Bachelor’s or Master’s degree in Mathematics, Physics, Engineering, Computer Science, or a related quantitative or technical discipline.
- Knowledge of quantitative finance, particularly market risk and counterparty risk.
- Good knowledge of Python programming.
- Knowledge of Java, C#, or C++ is a plus.
- Strong analytical and problem-solving skills.
- Ability to work effectively in multidisciplinary teams.
- Priority is given to candidates eligible to work in the UK.