At a Glance
- Tasks: Design and implement advanced tech solutions for market and counterparty risk.
- Company: BBVA, a global leader in finance with over 160 years of history.
- Benefits: Competitive salary, career growth, and the chance to work with cutting-edge technology.
- Other info: Join a dynamic team focused on innovative risk solutions and cloud infrastructure.
- Why this job: Make a real impact on risk management while collaborating with global teams.
- Qualifications: 8+ years in quantitative finance, strong Python skills, and experience in software development.
The predicted salary is between 60000 - 80000 £ per year.
Overview BBVA is a global company with more than 160 years of history that operates in more than 25 countries serving more than 80 million customers.
The GMRU COE team is a multidisciplinary group of Data Science, Quantitative, and Software Development professionals that develop methodologies and technology solutions for the measurement and monitoring of market risk and counterparty risk.
The role focuses on designing and implementing advanced technology solutions for market risk and counterparty risk, contributing to the evolution of the Global Stress Platform and cloud-based risk infrastructure, and translating quantitative methodologies into scalable and maintainable software solutions.
Responsibilities Design and implement advanced technology solutions for market risk and counterparty risk.
Contribute to the evolution of the Global Stress Platform and cloud-based risk infrastructure.
Translate quantitative methodologies into scalable and maintainable software solutions.
Solve complex methodological and technical challenges, integrate risk models into production environments, optimize system performance, and collaborate with global teams to enhance the bank's risk management capabilities.
Qualifications 8+ years of experience with a strong quantitative background, expertise in financial risk, and solid software development skills.
Bachelors or Masters degree in a quantitative or technical field (Mathematics, Physics, Engineering, Computer Science, or a related discipline).
Advanced knowledge of quantitative finance, particularly market risk and counterparty risk.
Strong Python programming skills.
Strong knowledge of database technologies.
Experience developing applications in Java, C#, or C++.
Experience with Docker and cloud environments.
Experience designing and implementing technology solutions for risk management or quantitative applications.
Strong analytical and problem-solving skills; ability to lead technical initiatives and collaborate effectively with multidisciplinary teams.
Preference for candidates eligible to work in the UK.
Skills Automation C++ Programming Language Counterparty Risk C Sharp (Programming Language) Docker (Software) Finance Java (Programming Language) Market Risk Mathematical Finance Mongo DB Python (Programming Language) #J-18808-Ljbffr
Contact Details:
BBVA RED EXTERIOR DE OFICINAS Recruitment Team
