Front Office Quant - Equity & FX Valuation

BBVA; Madrid; On-site; EUR 90,000 - 130,000; Full time

Job summary

BBVA is seeking experienced quantitative professionals to design and implement valuation models and pricers for Global Markets derivatives, supporting desks worldwide in pricing and risk management. The role emphasizes collaboration across teams to digitalize the derivatives business and drive technical innovation.

You will work in a fast-paced environment with a strong emphasis on math, stochastic calculus, and numerical methods, delivering robust models and efficient solutions while

Qualifications

• Has at least 3 years in quantitative roles.
• Strong background in mathematics, stochastic calculus and numerical methods.
• Experience developing models/tools for pricing and hedging of Equity and FX products, supporting the trading desk.
• Proficient in Object Oriented Programming with patterns in C++ (VB/C# .NET and Python a plus).
• Able to work in a competitive, challenging environment and communicate effectively.

Responsibilities

• Design and implement valuation models and pricers for GM derivatives and risk management.
• Collaborate on digitalizing the derivatives business.
• Drive design and technical implementation of models across GM systems for consistency.
• Optimize technical solutions to improve efficiency and performance.
• Lead technical innovation in Global Markets.
• Coordinate deployment of new models with Engineering and Risk teams.
• Support daily trading floor activities.

Skills

Mathematics

Stochastic calculus

Numerical methods

C++

Python

English B2+

Communication skills

Education

MSc in Math, Physics or Engineering

MSc in Quantitative Finance is a plus

PhD in technical fields or Quantitative Finance valued

Tools

C++

VB/C# .NET

Python

Job description

BBVA is seeking experienced quantitative professionals to design and implement valuation models and pricers for Global Markets derivatives, supporting desks worldwide in pricing and risk management. The role emphasizes collaboration across teams to digitalize the derivatives business and drive technical innovation.

You will work in a fast-paced environment with a strong emphasis on math, stochastic calculus, and numerical methods, delivering robust models and efficient solutions while