At a Glance
- Tasks: Join our Front Office Quantitative Team to design and implement innovative valuation models.
- Company: BBVA CIB â Global Markets, a leader in investment banking solutions.
- Benefits: Competitive salary, dynamic work environment, and opportunities for professional growth.
- Why this job: Make an impact in the fast-paced world of finance with cutting-edge technology.
- Qualifications: Strong C++ programming skills and a background in financial mathematics required.
- Other info: Collaborate with experts and drive technical innovation in a global setting.
The predicted salary is between 60000 - 80000 ÂŁ per year.
Quantitative & Business Solutions (QBS) is a specialized unit within BBVA CIB â Global Markets, dedicated to providing investment banking solutions to clients worldwide. Our team operates across multiple geographies and specializes in various asset classes.
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 decisionâmaking process of projects, sharing your perspective with other specialists. Strong communication skills are essential.
- You thrive in solving complex technical problems in a fastâpaced, dynamic environment.
- You embody BBVA's purpose and values in your professional approach.
Main functions
- Front Office Quantitative Team collaborating to define an execution plan aligned with BBVA CIB â Global Markets' strategy:
- Design, implement, and test valuation models and pricers to assess the risks of Global Markets (GM) derivative products, supporting GM 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 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
- Strong background in C++ programming, including objectâoriented programming, STL, templates, and best practices. A minimum of 5 years of experience is required.
- At least 5 years in a similar role (Front Office Quantitative Team), developing trading tools such as pricers, models, sensitivities, and reports, while actively 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 will be valued.
- Experience in multiplatform development (WindowsâVisual Studio, Linux), continuous integration, and the software development lifecycle (CI/CD, Jenkins, unit testing, regression testing).
- Strong background in mathematics and problemâsolving.
- Knowledge and proven experience in some of these areas of expertise.
- Experience with cloud technologies and related frameworks (AWS, Azure).
- Version control and containerization: Git, Docker, Web services: SOAP or similar technologies.
- Experience with the Murex platform and Murex Flex API.
- Python programming.
- Computational optimization using distributed computing, GPUs, vectorization, or other highâperformance computing (HPC) techniques.
- Experience integrating trading tools with vendor solutions.
Education
- MSc in Math, Physics or Engineering (STEM profiles).
- MSc in Quantitative Finance is a plus.
- PhD in a technical field or Quantitative Finance is highly valued.
FO EQ/FI Quantitative Developer/Analyst in London employer: BBVA
Contact Detail:
BBVA Recruiting Team
StudySmarter Expert Advice đ¤Ť
We think this is how you could land FO EQ/FI Quantitative Developer/Analyst in London
â¨Tip Number 1
Network like a pro! Reach out to professionals in the industry through LinkedIn or local meetups. We all know that sometimes itâs not just what you know, but who you know that can help you land that dream job.
â¨Tip Number 2
Prepare for those technical interviews! Brush up on your C++ skills and be ready to tackle some complex problem-solving scenarios. We recommend practicing coding challenges online to get into the groove.
â¨Tip Number 3
Showcase your projects! If you've developed trading tools or valuation models, make sure to highlight them in your discussions. We love seeing real-world applications of your skills, so donât hold back!
â¨Tip Number 4
Apply through our website! Itâs the best way to ensure your application gets seen by the right people. Plus, weâre always on the lookout for passionate candidates who embody our values.
We think you need these skills to ace FO EQ/FI Quantitative Developer/Analyst in London
Some tips for your application đŤĄ
Show Off Your Skills: Make sure to highlight your strong background in C++ and any relevant experience with financial mathematics. We want to see how your technical skills align with the role, so donât hold back!
Tailor Your Application: Take a moment to customise your CV and cover letter for this specific role. Mention your experience with trading tools and how you've contributed to similar projects in the past. It helps us see you as a perfect fit!
Be Clear and Concise: When writing your application, keep it straightforward. Use clear language to explain your experiences and achievements. We appreciate a well-structured application that gets straight to the point!
Apply Through Our Website: Donât forget to submit your application through our website! Itâs the best way for us to receive your details and ensures youâre considered for the role. We canât wait to hear from you!
How to prepare for a job interview at BBVA
â¨Know Your Tech Inside Out
Make sure you brush up on your C++ programming skills, especially object-oriented programming and STL. Be ready to discuss your past projects where you've developed trading tools or valuation models, as this will show your technical prowess.
â¨Showcase Your Problem-Solving Skills
Prepare to tackle some complex technical problems during the interview. Think of examples from your experience where you've solved challenging issues, particularly in a fast-paced environment. This will demonstrate your ability to thrive under pressure.
â¨Communicate Clearly and Effectively
Strong communication skills are essential for this role. Practice explaining your technical work in simple terms, as you'll need to collaborate with various teams. Being able to share your perspective clearly will set you apart.
â¨Stay Updated on Industry Trends
Familiarise yourself with the latest trends in quantitative finance and technology, especially around cloud technologies and high-performance computing. Showing that you're proactive about learning will impress the interviewers and align with their innovative culture.