Front Office Quant Analyst - Equity & FX

BBVA; Madrid; Presencial; EUR 90.000 - 140.000; Jornada completa

Descripción de la vacante

BBVA in Madrid seeks experienced quantitative professionals to design and implement valuation models for Global Markets derivatives. You will contribute to pricing, risk management, and the digitalization of the derivatives business, collaborating with engineering and risk teams worldwide.

Ideal candidates have a strong mathematical background, 3+ years in quantitative roles, and expert C++/Python programming.

Formación

• Advanced mathematical modeling and numerical methods required.
• Minimum 3 years in similar quantitative roles with impact on pricing/hedging.
• Strong programming skills in C++ and modern software design patterns.

Responsabilidades

• Design and implement valuation models and pricers for Global Markets derivatives.
• Collaborate in the digitalization of the derivatives business.
• Drive the design and technical implementation of valuation models across GM systems and platforms.
• Optimize technical solutions to enhance efficiency and performance.
• Coordinate deployment of new models and pricers with Engineering and Risk teams; support trading floor activity.

Conocimientos

Mathematics

Stochastic calculus

Numerical methods

C++

Python

VB/C# .NET

English (B2+)

Educación

MSc in Mathematics, Physics or Engineering

MSc in Quantitative Finance

PhD in technical fields or Quantitative Finance

Herramientas

C++

VB/C# .NET

Python

Descripción del empleo

BBVA in Madrid seeks experienced quantitative professionals to design and implement valuation models for Global Markets derivatives. You will contribute to pricing, risk management, and the digitalization of the derivatives business, collaborating with engineering and risk teams worldwide.

Ideal candidates have a strong mathematical background, 3+ years in quantitative roles, and expert C++/Python programming.