BBVA is seeking a Quantitative Risk Developer in London to develop and automate tools for market risk and counterparty risk measurement. The role focuses on cloud-based solutions and the Global Stress Platform, supporting stress testing methodologies.
The ideal candidate has 2–4 years of experience, a strong quantitative background, and a passion for software development. A Bachelor's or Master’s degree in a quantitative/technical field is required, with proficiency in Python and familiarity
#J-18808-Ljbffr
Hybrid Quant Risk Developer: Cloud Market Risk Tools in London employer: Bbva Sa
BBVA is an exceptional employer that fosters a dynamic and inclusive work culture, offering employees the opportunity to thrive in a hybrid environment at our iconic Canary Wharf location. With a commitment to professional growth, we provide extensive training and development resources, ensuring that our team members can advance their careers while contributing to innovative solutions in the insurance sector. Join us to be part of a global network of over 121,000 professionals dedicated to making a meaningful impact in the financial industry.
