Job Description

Excited to grow your career?

BBVA is a global company with more than 160 years of history that operates in more than 25 countries where we serve more than 80 million customers. We are more than 121,000 professionals working in multidisciplinary teams with profiles as diverse as financiers, legal experts, data scientists, developers, engineers and designers.


UK.

About the job:

About the area:

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.


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:

Front Office Quantitative Team collaborating to define an execution plan aligned with BBVA CIB - Global Markets' strategy.:


Design, implement, and test

valuation models and pricers

to assess the risks of

Global Markets (GM)

derivative products, supporting GM desks worldwide in pricing and risk hedging activities. Lead 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.

What are we looking for?

Required skills and experience:

1.

Strong background in

C++

programming

, including object-oriented programming, STL, templates, and best practices. A minimum of

5 years of experience

is required.

2. At least 5 years in a similar role

(Front Office Quantitative Team), developing trading tools such as pricers, models, sensitivities, and reports, while actively interacting with trading desks.

3.

Expertise in financial mathematics and derivative valuation, with a specialization in

Credit Derivatives

.

4.

Knowledge of

Interest Rates and Inflation Derivatives

Valuation will be valued.

5.

Experience in

multiplatform development (Windows-Visual Studio, Linux),

continuous integration, and the software development lifecycle (CI/CD, Jenkins, unit testing, regression testing).

6.

Strong background in

mathematics and problem-solving

.

Knowledge and proven experience in some of these areas of expertise:

Boost, Conan, Google Protocol Buffer, gRPC Experience with cloud technologies and related frameworks (AWS, Azure) Version control and containerization: Git, Docker, Web services: SOAP or similar technologies Experience with the Murex platform and Murex Flex API Python programming Computational optimization using distributed computing, GPUs, vectorization, or other high-performance computing (HPC) techniques Experience integrating trading tools with vendor solutions

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.

Skills:

Customer Targeting, Empathy, Ethics, Innovation, Proactive Thinking