FO Rates/Credit Quantitative Developer

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.We seek experienced professionals with a strong technological and mathematical 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.Responsibilities

Design, 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.Qualifications

Strong 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 areas

Experience 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.Education

MSc 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 details

Senior VP, Full-time, Finance