Senior Market Risk Quant Manager - Madrid

BBVA; Madrid; Presencial; EUR 90.000 - 120.000; Jornada completa

Descripción de la vacante

BBVA in Madrid seeks a Global Markets Risk Unit Quantitative Manager - CIB to lead model development and risk analytics for market and counterparty risk. You will build scalable quantitative tools, apply ML, and work with stakeholders across Front Office and Risk teams.

Ideal candidates bring 6+ years in quantitative risk analysis, strong programming in Python/C++, and a Master’s or PhD in a related field. This is a full-time, on-site role in Madrid offering growth opportunities.

Formación

• Education: University degree in Mathematics, Physics, Quantitative fields.
• Master’s or PhD in Quantitative Finance, AI, Big Data, or Applied Math is highly valued.
• 6+ years of professional experience in quantitative risk analysis, financial engineering, or data science for banking/markets.
• Proven track record in market risk modeling, counterparty risk, XVA, or derivatives pricing.

Responsabilidades

• Design, develop, and implement advanced risk models and quantitative tools for market and counterparty risk.
• Drive metrics: VaR, stressed VaR, FRTB, IMM, PFE, XVA, capital calculations.
• Collaborate with Risk Managers and Front Office quantitative teams to validate models.
• Enforce code development policies, software architecture standards, and CI/CD with robust testing.
• Lead technical workstreams in regulatory projects and mentor junior analysts.

Conocimientos

Quantitative modeling

Machine learning

Data science

Risk management

Communication

Educación

Bachelor's degree

Master's degree

PhD

Herramientas

Python

C++

C#

Descripción del empleo

BBVA in Madrid seeks a Global Markets Risk Unit Quantitative Manager - CIB to lead model development and risk analytics for market and counterparty risk. You will build scalable quantitative tools, apply ML, and work with stakeholders across Front Office and Risk teams.

Ideal candidates bring 6+ years in quantitative risk analysis, strong programming in Python/C++, and a Master’s or PhD in a related field. This is a full-time, on-site role in Madrid offering growth opportunities.