Front Office Equity/FX Quantitative Analyst

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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.

Sobre el puesto

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

Main functions

Design and implement valuation models and pricers to assess the risks of Global Markets (GM) derivative products, supporting GM desks worldwide in pricing and risk management activities.

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 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.

​Required skills and experience

Previous experience of at least 3 years in similar quantitative roles.

Strong background in mathematics, stochastic calculus and numerical methods.

Experience developing models/tools for pricing and hedging of Equity and FX products as well as supporting the trading desk on a daily basis.

Object Oriented Programming: strong skills of patterns developments in C++ (VB/C# .NET and Python programming is a plus).

Ability to work in a very competitive and challenging environment.

Excellent communication and inter-personal skills (B2 or higher English level).

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Education

MSc in Math, Physics or Engineering (STEM profiles).

MSc  in Quantitative Finance is a plus.

PhD in a technical fields or Quantitative Finance is highly valued.

Habilidades

Empatía, Ética, Innovación, Orientación al cliente, Pensamiento proactivo