FO Rates/Credit Quantitative Developer
1 week ago
OverviewFO Rates/Credit Quantitative Developer - Senior VP role at BBVA.Location: London, England, United Kingdom.About the roleQuantitative & 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.We seek experienced professionals with a strong technological and mathematical background to join our team.About youYou 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.ResponsibilitiesDesign, implement, and test valuation models and pricers to assess the risks of Global Markets derivative products, supporting GM desks worldwide in pricing and risk hedging activities.Lead 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.QualificationsStrong background in C++ programming, including object-oriented programming, STL, templates, and best practices. A minimum of 5 years of experience is required.At least 5 years in a similar Front Office Quantitative role, developing trading tools such as pricers, models, sensitivities, and reports, while actively interacting with trading desks.Expertise in financial mathematics and derivative valuation, specializing in Interest Rate Models.Knowledge of Rates, Credit or Inflation Derivatives valuation will be valued.Experience in multiplatform development (Windows-Visual Studio, Linux), continuous integration, and the software development lifecycle (CI/CD, Jenkins, unit testing, regression testing).Strong background in mathematics and problem-solving.Knowledge areasExperience with cloud technologies and related frameworks (AWS, Azure).Version control and containerization: Git, Docker, Web services: SOAP or similar technologies.Experience with the Murex platform and Murex Flex API.Python programming.Computational optimization using distributed computing, GPUs, vectorization, or other high-performance computing (HPC) techniques.Experience integrating trading tools with vendor solutions.EducationMSc in Math, Physics or Engineering (STEM profiles).MSc in Quantitative Finance is a plus.PhD in technical fields or Quantitative Finance is highly valued.Note that this is a hybrid quantitative role, requiring strong programming skills in C++ as well as solid analytical abilities to understand modelling and its underlying principles. Therefore, candidates with a strong mathematical background are preferred.Employment detailsSenior VP, Full-time, Finance #J-18808-Ljbffr
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FO Rates/Credit Quantitative Developer
1 day ago
London, Greater London, United Kingdom BBVA Full timeExcited 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...
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FO Rates/Credit Quantitative Developer
1 week ago
London, United Kingdom BBVA Full time £200OverviewFO Rates/Credit Quantitative Developer - Senior VP role at BBVA.Ready to apply Before you do, make sure to read all the details pertaining to this job in the description below.Location: London, England, United Kingdom.About the roleQuantitative & Business Solutions (QBS) is a specialized unit within BBVA CIB – Global Markets, dedicated to providing...
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FO Rates/Credit Quantitative Developer
2 days ago
London, United Kingdom BBVA Full time £200OverviewFO Rates/Credit Quantitative Developer - Senior VP role at BBVA.Ready to apply Before you do, make sure to read all the details pertaining to this job in the description below.Location: London, England, United Kingdom.About the roleQuantitative & Business Solutions (QBS) is a specialized unit within BBVA CIB – Global Markets, dedicated to providing...
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Greater London, United Kingdom Fitch Group Full timeA leading credit ratings agency in London is seeking a Quantitative Analyst to develop and enhance critical credit rating models. The ideal candidate will have a Master’s in a quantitative field and strong programming skills in Excel/VBA, Python, or R. Responsibilities include developing models for various sectors and collaborating with a talented team....
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Quantitative Analyst
2 weeks ago
London, United Kingdom Tempest Vane Partners Full timeThe Client My client is a leading FinTech business delivering technology and investment management infrastructure services to some of the world's leading hedge funds and asset managers. They are looking for a Quantitative Analyst with strong knowledge of Structured Credit / Securitised Products to join their Quantitative Analytics & Development team...
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Quantitative Analyst
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London, United Kingdom Tempest Vane Partners Full timeThe Client My client is a leading FinTech business delivering technology and investment management infrastructure services to some of the world's leading hedge funds and asset managers. They are looking for a Quantitative Analyst with strong knowledge of Structured Credit / Securitised Products to join their Quantitative Analytics & Development team...
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Quantitative Analyst
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London, United Kingdom eFinancialCareers Full timeWHO WE ARE Quanteam Group is a Consulting firm specialised in the Capital Markets industry, in Paris, London, Brussels, New York and North Africa. Since 2007, our 800 consultants provide major clients (Corporate & Investment Banks, Asset Managers, Hedge Funds, Brokers and Insurance Companies) with expertise in several projects such as Financial...
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Quantitative Developer
2 weeks ago
London, United Kingdom European Bank for Reconstruction and Development Full timePurpose of Job Quantitative Developer has significant knowledge of all aspects of credit, liquidity and/or market risk (methodology, development, implementation and monitoring for all types of financial instruments traded by the Bank); as well as Economic Capital and/or stress testing. As such, his responsibilities include modelling and analysing portfolio...
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Quantitative Developer
1 week ago
London, United Kingdom European Bank for Reconstruction and Development Full timePurpose of Job Quantitative Developer has significant knowledge of all aspects of credit, liquidity and/or market risk (methodology, development, implementation and monitoring for all types of financial instruments traded by the Bank); as well as Economic Capital and/or stress testing. As such, his responsibilities include modelling and analysing portfolio...
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Quantitative Developer
4 days ago
London, United Kingdom Investigo Full timeContract Quant Developer Role Overview We are seeking an experienced Quant Developer to join a front-office quantitative engineering team, working directly with trading, quant research, and risk. The role involves building and enhancing production-level pricing and risk systems across multiple asset classes, with a focus on high-performance development and...
