Front Office Equity/FX Quantitative Analyst

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

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. Learn more about the area: Quantitative & Business Solutions (QBS) is a specialized unit within BBVA CIB – Global Markets, dedicated to providing investment banking solutions to clients worldwide. Our team operates across multiple geographies and specializes in various asset classes.

About the job: We seek experienced professionals with a strong mathematical and technological background to join our team.

About you:

• You have a technical or scientific background and are seeking a highly technical role, constantly striving for innovation and new challenges.
• You demonstrate a high level of commitment to your work and objectives.
• You are eager to contribute to the decision-making process of projects, sharing your perspective with other specialists.
• Strong communication skills are essential.
• You thrive in solving complex technical problems in a fast-paced, dynamic environment.
• You embody BBVA’s purpose and values in your professional approach.

Main functions:

• Design and implement valuation models and pricers to assess the risks of Global Markets (GM) derivative products, supporting GM desks worldwide in pricing and risk management activities.
• Collaborate in 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.

Required skills and experience:

• Previous experience of at least 3 years in similar quantitative roles.
• Strong background in mathematics, stochastic calculus and numerical methods.
• Experience developing models/tools for pricing and hedging of Equity and FX products as well as supporting the trading desk on a daily basis.
• Object Oriented Programming: strong skills of patterns developments in C++ (VB/C# .NET and Python programming is a plus).
• Ability to work in a very competitive and challenging environment.
• Excellent communication and inter-personal skills (B2 or higher English level).

Education:

• MSc in Math, Physics or Engineering (STEM profiles).
• MSc in Quantitative Finance is a plus.
• PhD in a technical fields or Quantitative Finance is highly valued.

Skills:

• Customer Targeting
• Empathy
• Ethics
• Innovation
• Proactive Thinking

We are more than 121,000 colleagues across 25 countries, working in multidisciplinary teams where we understand the importance of work-life balance. We support our clients in the energy transition and are committed to inclusive growth. We are pioneers in adopting disruptive technologies that will shape the financial industry. Dare to define the future of banking!