Senior Quant Risk Manager – Global Markets & XVA

BCO.BILBAO VIZCAYA ARGENTARIA; España; Presencial; EUR 70.000 - 110.000; Jornada completa

Descripción de la vacante

BBVA in Spain seeks an experienced quantitative risk professional to design and implement advanced models for market and counterparty risk. You will develop data‑driven methods, support VaR, FRTB and XVA calculations, and work closely with Risk Managers and Front Office teams to ensure regulatory compliance.

You will lead technical workstreams, mentor junior analysts, and uphold robust testing and software standards in a globally coordinated risk function.

Formación

• University degree in Mathematics, Physics, Quantitative Engineering, Actuarial Sciences, Quantitative Economics or related STEM field.
• Advanced degrees (Master/PhD) in Quantitative Finance, Financial Engineering, AI, Big Data or Applied Mathematics valued.
• Minimum 6+ years in quantitative risk analysis or data science applied to banking or markets.
• Experience with market risk modeling, XVA, counterparty risk and derivatives pricing.

Responsabilidades

• Design, develop, and implement advanced mathematical models for market and counterparty risk.
• Drive metrics including VaR, Stressed VaR, IMM, PFE, XVA, and economic capital calculations.
• Collaborate with Risk Managers and Front Office teams to align valuation models with regulatory expectations.
• Enforce software architecture, CI/CD, unit testing, and reusable code across teams.
• Lead technical workstreams and mentor junior analysts in regulatory transformation projects.

Conocimientos

Financial risk

Programming

Data science

Software engineering

Educación

BSc/MSc in STEM

Master/PhD in quantitative fields

Herramientas

Python

C++

Git

Docker

Descripción del empleo

BBVA in Spain seeks an experienced quantitative risk professional to design and implement advanced models for market and counterparty risk. You will develop data‑driven methods, support VaR, FRTB and XVA calculations, and work closely with Risk Managers and Front Office teams to ensure regulatory compliance.

You will lead technical workstreams, mentor junior analysts, and uphold robust testing and software standards in a globally coordinated risk function.