Front Office Quant Dev: Derivatives Pricing & Models

BBVA; Greater London; On-site; GBP 120,000 - 190,000; Full time

Job summary

BBVA Global Markets, Quant. & Business Solutions (QBS) is seeking experienced professionals with strong mathematical and technological backgrounds to join a highly technical team.

The Front Office Quantitative Team focuses on designing, implementing, and testing valuation models and pricers to assess risks of GM derivatives, while driving digitalization and cross-unit collaboration across platforms. You will work in a fast-paced environment, leveraging C++, Python and cloud capabilities to

Qualifications

• Strong background in C++ programming with OOP, STL and templates.
• 5+ years in a Front Office Quantitative role developing pricers, models, and reports.
• Expertise in financial mathematics and derivative valuation (IR/Equity).
• Knowledge of Credit, FX, and Inflation derivatives valued is a plus.
• Experience across Windows/Visual Studio and Linux, CI/CD, testing.

Responsibilities

• Design, implement, and test valuation models and pricers for derivatives.
• Lead the digitalization of the derivatives business.
• Drive model deployment across GM systems with other units.
• Optimize technical solutions for efficiency and performance.
• Coordinate with Engineering and Risk for new models.
• Support trading floor daily activity.

Skills

Financial math

Derivative valuation

Mathematical problem solving

Communication skills

Team collaboration

Hard work / commitment

Innovation mindset

Education

MSc in Math/Physics/Engineering

MSc in Quantitative Finance (a plus)

PhD in technical field or Quant Finance (valued)

CQF certification (valued)

Tools

C++ (OOP, STL, templates)

Windows/Visual Studio

Linux environments

Murex/Murex Flex API

Python programming

Git / Docker

CI/CD (Jenkins)

Job description

BBVA Global Markets, Quant. & Business Solutions (QBS) is seeking experienced professionals with strong mathematical and technological backgrounds to join a highly technical team.

The Front Office Quantitative Team focuses on designing, implementing, and testing valuation models and pricers to assess risks of GM derivatives, while driving digitalization and cross-unit collaboration across platforms. You will work in a fast-paced environment, leveraging C++, Python and cloud capabilities to