Front Office Quantitative Team collaborating to define an execution plan aligned with BBVA CIB – Global Markets' strategy.
Design, implement, and test valuation models and pricers to assess the risks of Global Markets (GM) 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.

Strong background in C++ programming, including object-oriented programming, STL, templates, and best practices.
A minimum of 5 years of experience.
At least 5 years in a similar role (Front Office Quantitative Team), 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 or Equity Models.
Knowledge of Credit, FX and 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 and proven experience in some of these areas of expertise: Boost, Conan, Google Protocol Buffer, gRPC.
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.

FO EQ/FI Quantitative Developer – Analyst

Key skills