Senior Fixed Income Quant Developer — Madrid

BBVA in the USA; Madrid; Presencial; EUR 60.000 - 90.000; Jornada completa

Descripción de la vacante

BBVA is seeking a Senior Fixed Income Quantitative Developer based in Madrid. The role involves developing mathematical models for pricing and risk management of financial derivatives, leveraging strong C++ programming skills and a solid background in mathematics. This position offers an opportunity to work on innovative solutions in the finance sector within a diverse and collaborative environment.

Formación

• Minimum 5 years experience in C++ required.
• Experience with quantitative finance desired.

Responsabilidades

• Develop mathematical models for derivatives pricing.
• Collaborate with the Quantitative Analysis team.

Conocimientos

C++ programming

Mathematical modeling

Analytical thinking

Educación

MSc in Math

Master's degree in quantitative finance

Herramientas

Git

Docker

Descripción del empleo

BBVA is seeking a Senior Fixed Income Quantitative Developer based in Madrid. The role involves developing mathematical models for pricing and risk management of financial derivatives, leveraging strong C++ programming skills and a solid background in mathematics. This position offers an opportunity to work on innovative solutions in the finance sector within a diverse and collaborative environment.