QUANTITATIVE RISK DEVELOPER

Bbva Sa; Greater London; On-site; 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

## QUANTITATIVE RISK DEVELOPERApplyremote type: Hybridlocations: BBVA, One Canada Square (44th Floor), Canary Wharf London, E14 5AA (UK)time type: Full timeposted on: Posted Todaytime left to apply: End Date: September 27, 2026 (30+ days left to apply)job requisition id: JR00108425**Excited to grow your career?**BBVA is a global company with more than 160 years of history that operates in more than 25 countries where we serve more than 80 million customers. We are more than 121,000 professionals working in multidisciplinary teams with profiles as diverse as financiers, legal experts, data scientists, developers, engineers and designers.The GMRU COE team is a multidisciplinary team composed of Data Science, Quantitative, and Software Development professionals. The team develops methodologies and technology solutions for the measurement and monitoring of market risk and counterparty risk.**About the job:**The role focuses on developing and automating tools for market risk and counterparty risk measurement and monitoring. The successful candidate will contribute to cloud-based solutions and the Global Stress Platform, while supporting the implementation of methodological solutions for market risk and counterparty risk stress testing.**What are we looking for?**We are looking for a motivated professional with 2–4 years of experience, a strong quantitative background, an interest in financial risk, and a passion for software development and technology.**The ideal candidate should have:*** Bachelor's or Master's degree in a quantitative or technical field (Mathematics, Physics, Engineering, Computer Science, or related discipline).* Knowledge of quantitative finance, particularly market risk and counterparty risk.* Good knowledge of Python programming.* Knowledge of structured programming languages (e.g., Java, C#, or C++) is a plus.* Strong analytical and problem-solving skills.* Ability to work effectively in multidisciplinary teams.*Please note that priority will be given to candidates who are eligible to work in the UK.***Skills:**Client Orientation, Empathy, Ethics, Innovation, Proactive Thinking