Front Office Equity/FX Quantitative Analyst

About the role

BBVA's Quantitative & Business Solutions (QBS) unit, part of BBVA CIB - Global Markets, is looking for an experienced Front Office Equity/FX Quantitative Analyst. The role suits people with a strong mathematical and technological background who want a highly technical position in a fast-paced, dynamic environment.

Key responsibilities

• Design and implement valuation models and pricers to assess the risks of Global Markets derivative products, supporting GM desks worldwide in pricing and risk management.
• 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 improve efficiency and performance.
• Drive technical innovation in Global Markets.
• Coordinate the deployment of new models and pricers with other units, including Engineering and Risk.
• Support trading floor daily activity.

Required profile

• At least 3 years of previous experience in similar quantitative roles.
• Technical or scientific background, with a strong commitment to work and objectives.
• Eager to contribute to project decisions and share perspectives with other specialists.
• MSc in Math, Physics or Engineering (STEM); MSc in Quantitative Finance is a plus; PhD in a technical field or Quantitative Finance is highly valued.
• B2 or higher English level.

Required skills

• Strong background in mathematics, stochastic calculus and numerical methods.
• Experience developing models and tools for pricing and hedging of Equity and FX products and supporting the trading desk daily.
• Object Oriented Programming with strong C++ skills; VB/C# .NET and Python are a plus.
• Excellent communication and interpersonal skills.