Hybrid Front Office Quant Developer – Equities, FI

Bbva Sa; Greater London; Hybrid; GBP 90,000 - 150,000; Full time

Job summary

BBVA in London is seeking a Quantitative Developer/Analyst to join the Front Office Quant team. You will design and implement valuation models and pricers to support pricing and risk management across Global Markets, collaborating with trading desks and technology partners.

The role emphasizes multi-platform development, model validation, and continuous improvement of analytics pipelines, with opportunities to lead digitalization projects and contribute to innovative pricing solutions.

Qualifications

• Strong mathematical background with expertise in quantitative finance.
• Experience designing and implementing valuation models and pricers.
• Proficiency in developing trading tools and interacting with trading desks.
• Strong communication and collaboration skills across teams.

Responsibilities

• Front Office Quant Team collaborating to define an execution plan aligned with BBVA CIB – Global Markets' strategy: design, implement, and test valuation models and pricers to assess risks of GM derivatives.
• Lead the digitalization of the derivatives business.
• Drive the design and technical implementation of valuation models across different Global Markets systems and platforms, ensuring consistency.
• Optimize technical solutions to enhance efficiency and performance.
• Drive the technical innovation in Global Markets.
• Coordinate the deployment of new models and pricers with other units, including Engineering and Risk areas.
• Support trading floor daily activity.

Skills

C++ programming

Object-oriented programming

STL

Templates

Mathematics

Problem solving

Communication skills

Team collaboration

CI/CD

Python programming

Education

MSc in Math, Physics or Engineering

MSc in Quantitative Finance is a plus

PhD in technical fields or Quantitative Finance is highly valued

CQF certification is highly valuable

Tools

Windows - Visual Studio

Linux

Git

Docker

Jenkins

Murex

Conan

Google Protocol Buffer

gRPC

Job description

BBVA in London is seeking a Quantitative Developer/Analyst to join the Front Office Quant team. You will design and implement valuation models and pricers to support pricing and risk management across Global Markets, collaborating with trading desks and technology partners.

The role emphasizes multi-platform development, model validation, and continuous improvement of analytics pipelines, with opportunities to lead digitalization projects and contribute to innovative pricing solutions.