Hybrid Quant Risk Developer: Cloud Market Risk Tools

Bbva Sa; Greater London; Hybrid; GBP 65,000 - 95,000; Full time

Job summary

BBVA is seeking a Quantitative Risk Developer in London to develop and automate tools for market risk and counterparty risk measurement. The role focuses on cloud-based solutions and the Global Stress Platform, supporting stress testing methodologies.

The ideal candidate has 2–4 years of experience, a strong quantitative background, and a passion for software development. A Bachelor's or Master’s degree in a quantitative/technical field is required, with proficiency in Python and familiarity

Qualifications

• Bachelor's or Master’s degree in Mathematics, Physics, Engineering, Computer Science, or related discipline.
• Strong knowledge of quantitative finance concepts, especially market and counterparty risk.
• Solid Python programming skills and exposure to structured programming languages (Java/C#/C++).

Responsibilities

• Develop and automate tools for market risk and counterparty risk measurement.
• Contribute to cloud-based solutions and the Global Stress Platform and support stress testing methodologies.

Skills

Python

Java

C#

C++

Education

Bachelor's or Master’s degree in quantitative/technical field

Job description

BBVA is seeking a Quantitative Risk Developer in London to develop and automate tools for market risk and counterparty risk measurement. The role focuses on cloud-based solutions and the Global Stress Platform, supporting stress testing methodologies.

The ideal candidate has 2–4 years of experience, a strong quantitative background, and a passion for software development. A Bachelor's or Master’s degree in a quantitative/technical field is required, with proficiency in Python and familiarity