Quantitative Development Specialist

Job description

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Area:
CORPORATE & INVESTMENT BANKING

Company:
001

What are we looking for? 

Your experience

Experience and Knowledge:

·  Strong background in C++ programming language (object-oriented programming, STL, templates...). 
·  Minimum of 3 years of experience required in C++
·  Background in multiplatform development systems (Windows-Visual Studio, Linux), continuous integration and software lifecycle (Jenkins, unit testing, regression testing…).
·  Technical knowledge in some of the following technologies: C++ Boost, CMake, Google Protocol Buffer and gRPC, Git, Docker,  Web Services (SOAP or similar).
·  Python programming language will be appreciated.
·  Background in mathematics and analytical thinking
·  Knowledge and proven experience in at least two of these areas of expertise will be desirable:
·  Financial math and derivative products valuation with specialization in fixed income.
·  Knowledge and experience with the Murex platform and Murex Flex API.
·  Computational optimization using distributed computing, vectorization or other HPC techniques.
·  Experience in FO trading tools development for pricing and risk management (sensitivities, reports, automated pricing…)

Required qualifications:

·  MSc in Math, Physics or Engineering.
·  Master degree in quantitative finance will be valued.

Overview

About the area

CUSTOM.SOBRE.AREA

About the job

Main functions: 

·  Collaborate with the Quantitative Analysis team.
·  Develop valuation models to assess the risks of the Global Markets (GM) derivative products, helping GM desks in their pricing and risk hedging activity.
·  Drive the technical implementation of the developed valuation models in the different GM systems/ platforms, ensuring the consistency.
·  Optimization of technical solutions

·  60 días de aguinaldo, 15 días de vacaciones y prima vacacional superior a la de la ley.
·  Póliza de Gastos Médicos Mayores y campañas de salud.
·  Formación y desarrollo a través de cursos online, Universidad BBVA y Centro de Idiomas BBVA.
·  Plan privado de retiro, adicional a tu seguridad social y con aportaciones de la empresa.

·  Seguro de vida de 40 meses de sueldo por muerte natural.
·  Préstamos a tasas preferenciales.
·  Uniforme corporativo.
·  Actividades de cultura y deporte.
·  Convenios y promociones en más de 15,000 establecimientos y sitios online.
·  Plan de carrera y desarrollo. -->

Working at BBVA

BBVA is a global company with over 160 years of history present in 25 countries with over 81 million customers. We are more than 110,000 professionals working in multidisciplinary and diverse teams.

At BBVA, we are ahead of the transformation that is taking place in the banking sector, challenging the status quo, to make life easier to our customers.

Being part of BBVA means developing your career in one of the most innovative companies in finance.

Responsible banking

We're committed to responsible banking to help drive a more inclusive and sustainable society . The future of banking lies in financing the future.

We started out with the spirit of helping others make the best financial decisions. That spirit remains with us today and encourages us to keep moving forward, prioritizing innovation and digital transformation so that we can put the opportunities of this new era within everyone's reach.

Diversity

At BBVA we believe having a diverse team makes us a better bank.

For this reason, we actively support diversity, inclusion and equal opportunities regardless race, sex, age, religion, sexual orientation, gender identity or expression. We cultivate a collaborative and inclusive work environment that allows every employee to do their best work.

Our values

Our values define our identity ; they are what drives us to make our goals a reality and they guide all of our actions and the decisions we make.

Customer comes first

We think big

We are one team