FO EQ/FI Quantitative Developer, Analyst

🕒 July 25

🏢🏡 London – Hybrid

⏰ Full Time

🟡 Mid-level

🟠 Senior

🖥 Software Engineer

👻 Ghost score 55%

What it means: how likely this posting is sitting open without active hiring.How to read it: 60% or higher means we think this is a ghost. Lower scores are less of a worry.How we score it: age, reposts, open roles vs team size, how fast jobs close, and whether pay is listed.Fine print: an estimate from public data, not a judgment of the company. Real jobs can score high, so treat it as a hint, not a fact.

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BBVA

WebsiteLinkedInAll Job Openings

10,000+ employees

💼 Consulting

📣 Marketing

🏦 Banking

Consulting • Marketing • Banking

BBVA is a leading financial institution focused on transforming banking on a global scale. With a commitment to innovation and digital transformation, BBVA aims to provide cutting-edge banking solutions to its 71. 5 million customers through services in corporate and investment banking, fintech, and digital banking. With over 121,000 employees, the company cultivates a collaborative workplace that encourages growth and excellence.

📋 Description

• Collaborate within the Front Office Quantitative Team to define an execution plan aligned with BBVA CIB – Global Markets' strategy • Design, implement, and test valuation models and pricers for Global Markets derivative products • Assess derivative-product risks and support Global Markets 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 Global Markets systems and platforms • Optimize technical solutions to improve efficiency and performance • Drive technical innovation in Global Markets • Coordinate deployment of new models and pricers with Engineering, Risk, and other units • Support daily trading-floor activity

🎯 Requirements

• Strong background in C++ programming, including object-oriented programming, STL, templates, and best practices; minimum 5 years of experience required • At least 5 years in a similar Front Office Quantitative Team role, developing trading tools such as pricers, models, sensitivities, and reports while 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 valued • Experience in multiplatform development (Windows-Visual Studio, Linux), continuous integration, and software development lifecycle, including CI/CD, Jenkins, unit testing, and regression testing • Strong background in mathematics and problem-solving • Knowledge and proven experience in areas including Boost, Conan, Google Protocol Buffer, gRPC, cloud technologies and frameworks such as AWS and Azure, Git, Docker, SOAP or similar web services, Murex platform and Murex Flex API, Python programming, computational optimization using distributed computing, GPUs, vectorization, or other HPC techniques • Experience integrating trading tools with vendor solutions • MSc in Math, Physics, or Engineering (STEM profiles) • CQF certification highly valuable

🏖️ Benefits

• No benefits, perks, or compensation extras explicitly stated