Front Office Equity & FX Quant - Valuation & Innovation

BCO.BILBAO VIZCAYA ARGENTARIA; España; On-site; PHP 7,538,000 - 12,563,000; Full time

Job summary

BBVA is seeking a highly technical Quantitative Analyst to design and implement valuation models and pricers for Global Markets derivative products. You will support GM desks worldwide in pricing and risk management, and help digitalize the derivatives business.

The ideal candidate has a MSc/PhD in STEM, 3+ years in quantitative roles, strong mathematics and programming in C++, Python, and .NET languages, plus excellent English communication. Join a global team shaping risk-aware innovation.

Qualifications

• 3+ years in quantitative roles
• Strong background in mathematics, stochastic calculus and numerical methods
• Experience pricing and hedging models for Equity and FX
• Experience programming in C++ (VB/C# .NET and Python a plus)
• Excellent communication skills in English (B2 or higher)

Responsibilities

• Design and implement valuation models and pricers for GM derivatives
• Collaborate in the digitalization of the derivatives business
• Drive design and technical implementation of valuation models across GM systems
• Optimize technical solutions for efficiency and performance
• Coordinate deployment of new models with Engineering and Risk
• Support trading floor daily activity

Skills

Quantitative finance

Mathematics

Stochastic calculus

Numerical methods

C++ programming

English communication

Education

MSc in Math/Physics/Engineering

MSc in Quantitative Finance

PhD in technical/Quantitative Finance

Tools

C++

VB/C# .NET

Python

Job description

BBVA is seeking a highly technical Quantitative Analyst to design and implement valuation models and pricers for Global Markets derivative products. You will support GM desks worldwide in pricing and risk management, and help digitalize the derivatives business.

The ideal candidate has a MSc/PhD in STEM, 3+ years in quantitative roles, strong mathematics and programming in C++, Python, and .NET languages, plus excellent English communication. Join a global team shaping risk-aware innovation.