Front-Office Quant: Equity & FX Pricing & Risk
BBVA
Una candidatura hecha para este puesto de trabajo: un currículum y una carta de presentación adaptados que responden directamente a la oferta.
Descripción de la vacante
BBVA is seeking experienced quantitative professionals to join Global Markets (QBS). You will design and implement valuation models and pricers for GM derivatives, collaborating across geographies to enable pricing and risk management for clients worldwide.
The role requires a strong mathematical and programming background, experience with equity and FX pricing, and excellent communication in English. It offers a challenging, fast-paced environment and opportunities to innovate with cutting-edge
Formación
- At least 3 years in quantitative roles pricing and risk.
- Strong background in mathematics, stochastic calculus and numerical methods.
- Experience pricing/hedging equity and FX products and supporting desks daily.
- OO programming with C++; VB/C# .NET and Python are a plus.
- Excellent communication and English (B2+) skills.
Responsabilidades
- Design and implement valuation models and pricers for GM derivatives.
- Collaborate on digitizing the derivatives business.
- Drive model deployment across Global Markets systems with other units.
- Optimize solutions for performance and integrate new models.
Conocimientos
Educación
Herramientas
Descripción del empleo
BBVA is seeking experienced quantitative professionals to join Global Markets (QBS). You will design and implement valuation models and pricers for GM derivatives, collaborating across geographies to enable pricing and risk management for clients worldwide.
The role requires a strong mathematical and programming background, experience with equity and FX pricing, and excellent communication in English. It offers a challenging, fast-paced environment and opportunities to innovate with cutting-edge
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