Front Office Quant Dev: Derivatives Pricing & Models in London

Front Office Quant Dev: Derivatives Pricing & Models in London

London Full-Time 63000 - 77000 Β£ / year (est.) On-site
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At a Glance

  • Tasks: Design and implement cutting-edge valuation models for GM derivatives.
  • Company: Join BBVA Global Markets, a leader in financial innovation.
  • Benefits: Competitive salary, health benefits, and opportunities for professional growth.
  • Other info: Collaborative team culture focused on digital transformation.
  • Why this job: Make an impact in a fast-paced environment using advanced tech.
  • Qualifications: Strong mathematical skills and experience with C++ and Python.

The predicted salary is between 63000 - 77000 Β£ per year.

BBVA Global Markets, Quant. & Business Solutions (QBS) is seeking experienced professionals with strong mathematical and technological backgrounds to join a highly technical team. The Front Office Quantitative Team focuses on designing, implementing, and testing valuation models and pricers to assess risks of GM derivatives, while driving digitalization and cross-unit collaboration across platforms. You will work in a fast-paced environment, leveraging C++, Python and cloud capabilities.

Front Office Quant Dev: Derivatives Pricing & Models in London employer: Bbva Sa

BBVA is an exceptional employer that fosters a dynamic and inclusive work culture, where over 121,000 professionals collaborate across diverse teams in London. As a Market Risk Analyst in the GMRU team, you will benefit from extensive employee growth opportunities, cutting-edge technology, and a commitment to work-life balance, all while contributing to innovative financial solutions that support sustainable development. Join us to be part of a pioneering organisation that values your contributions and encourages you to shape the future of banking.

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Contact Details:

Bbva Sa Recruitment Team

We think you need these skills to ace Front Office Quant Dev: Derivatives Pricing & Models in London

Mathematical Skills
C++
Python
Valuation Models
Derivatives Pricing
Risk Assessment
Digitalisation