Executive Director, Interest Rate Volatility Trading

BBVA; New York (NY); On-site; USD 250,000 - 300,000; Full time

Benefits offered by this job

Discretionary bonus

Generous benefits package

Job summary

BBVA in New York is seeking a senior professional for the Interest Rate Volatility desk within Global Markets. You will develop strategies, provide price quotes, and manage risk across vanilla and exotic rate derivatives in major currencies.

The role requires a strong technical background, 7+ years pricing and managing interest rate options, and proficiency with Excel, Python, Bloomberg and VBA. A Master’s degree is highly valued and a discretionary bonus is offered.

Qualifications

• Strong academic background in a technical field (Engineering, Mathematics or Physics).
• A Master’s degree is highly valued.
• Minimum of 7 years of experience pricing and managing a portfolio of interest rate options (vanilla and exotics).
• Proficiency with Excel, Python, Bloomberg and VBA.

Responsibilities

• Develop and implement strategies for business growth.
• Act as a counterparty for interest rate volatility products and provide timely price quotations.
• Manage risks in trading books (delta, vega, gamma, theta, vanna, volga).
• Contribute to mathematical models for pricing new payoffs or evolving existing models.
• Coordinate with Sales, Engineering and Quants to foster opportunities.
• Provide training and mentorship to team members.

Skills

Teamwork

Detail-oriented

Analytical thinking

Data-based decision making

Education

Master’s degree preferred

Technical degree in Engineering/Math/Physics

Tools

Excel

Python

Bloomberg

VBA

Job description

BBVA in New York is seeking a senior professional for the Interest Rate Volatility desk within Global Markets. You will develop strategies, provide price quotes, and manage risk across vanilla and exotic rate derivatives in major currencies.

The role requires a strong technical background, 7+ years pricing and managing interest rate options, and proficiency with Excel, Python, Bloomberg and VBA. A Master’s degree is highly valued and a discretionary bonus is offered.