Senior VP Rates & Credit Quant Dev — Global Markets

BBVA; London; Hybrid; GBP 100,000 - 130,000; Full time

Job summary

A leading global financial institution in London is looking for a Senior VP to join their Quantitative & Business Solutions team. The role involves designing valuation models, leading the digitalization of the derivatives business, and optimizing technical solutions. Candidates should have over 5 years of experience in C++ programming and a strong background in financial mathematics. This hybrid role offers a dynamic environment for innovation and technical challenges.

Qualifications

• 5+ years of experience in C++ programming.
• 5+ years in a similar Front Office Quantitative role.
• Expertise in financial mathematics and derivative valuation.

Responsibilities

• Design and implement valuation models for derivative products.
• Lead the digitalization of the derivatives business.
• Optimize technical solutions for efficiency and performance.

Skills

C++ programming

Financial mathematics

Problem-solving

Communication skills

Education

MSc in Math, Physics or Engineering

MSc in Quantitative Finance

PhD in technical fields or Quantitative Finance

Tools

Visual Studio

Linux

Git

Docker

Python

Job description

A leading global financial institution in London is looking for a Senior VP to join their Quantitative & Business Solutions team. The role involves designing valuation models, leading the digitalization of the derivatives business, and optimizing technical solutions. Candidates should have over 5 years of experience in C++ programming and a strong background in financial mathematics. This hybrid role offers a dynamic environment for innovation and technical challenges.