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For Companies At a Glance
- Tasks: Design and implement valuation models for Global Markets derivative products.
- Company: Join BBVA, a leading investment bank with a global reach.
- Benefits: Competitive salary, hybrid work model, and opportunities for professional growth.
- Why this job: Be at the forefront of financial innovation and make impactful decisions.
- Qualifications: Strong C++ programming skills and experience in quantitative finance required.
- Other info: Dynamic environment with a focus on collaboration and technical excellence.
The predicted salary is between 72000 - 108000 £ per year.
Location: London, England, United Kingdom.
About the role
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. We seek experienced professionals with a strong technological and mathematical 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.
Responsibilities
- Design, implement, and test valuation models and pricers to assess the risks of Global Markets 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.
Qualifications
- Strong background in C++ programming, including object-oriented programming, STL, templates, and best practices. A minimum of 5 years of experience is required.
- At least 5 years in a similar Front Office Quantitative role, 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.
- Knowledge of Rates, Credit or Inflation Derivatives valuation will be valued.
- Experience in multiplatform development (Windows-Visual Studio, Linux), continuous integration, and the software development lifecycle (CI/CD, Jenkins, unit testing, regression testing).
- Strong background in mathematics and problem-solving.
Knowledge areas
- 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 high-performance 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 technical fields or Quantitative Finance is highly valued.
Note that this is a hybrid quantitative role, requiring strong programming skills in C++ as well as solid analytical abilities to understand modelling and its underlying principles. Therefore, candidates with a strong mathematical background are preferred.
Employment details: Senior VP, Full-time, Finance
FO Rates/Credit Quantitative Developer - Senior VP in London employer: BBVA
Contact Detail:
BBVA Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land FO Rates/Credit Quantitative Developer - Senior VP in London
✨Tip Number 1
Network like a pro! Reach out to your connections in the finance and tech sectors. Attend industry events or webinars where you can meet potential employers or colleagues. Remember, sometimes it’s not just what you know, but who you know that can land you that dream job.
✨Tip Number 2
Show off your skills! Create a portfolio showcasing your projects, especially those involving C++ programming and financial models. This is your chance to demonstrate your technical prowess and problem-solving abilities, so make sure it’s polished and highlights your best work.
✨Tip Number 3
Prepare for interviews by brushing up on your technical knowledge and soft skills. Be ready to discuss your experience with valuation models and derivative products. Practise common interview questions and think about how you can relate your past experiences to the role at BBVA.
✨Tip Number 4
Don’t forget to apply through our website! It’s the best way to ensure your application gets seen by the right people. Plus, it shows you’re genuinely interested in joining our team at BBVA. So, get your application in and let’s make it happen!
We think you need these skills to ace FO Rates/Credit Quantitative Developer - Senior VP in London
Some tips for your application 🫡
Show Off Your Skills: Make sure to highlight your technical and mathematical background in your application. We want to see how your experience aligns with the role, especially your C++ programming skills and any relevant projects you've worked on.
Tailor Your Application: Don’t just send a generic CV and cover letter. Tailor your application to reflect the specific requirements of the FO Rates/Credit Quantitative Developer role. Mention your experience with financial mathematics and derivative valuation to catch our eye!
Be Clear and Concise: When writing your application, keep it clear and to the point. Use straightforward language to explain your experiences and achievements. We appreciate a well-structured application that’s easy to read.
Apply Through Our Website: We encourage you to apply directly through our website. It’s the best way for us to receive your application and ensures you’re considered for the role. Plus, it shows you’re keen on joining our team!
How to prepare for a job interview at BBVA
✨Know Your Tech Inside Out
Make sure you brush up on your C++ skills and be ready to discuss object-oriented programming, STL, and templates. Prepare to showcase your experience with trading tools and valuation models, as this role demands a strong technical background.
✨Showcase Your Problem-Solving Skills
Be prepared to tackle complex technical problems during the interview. Think of examples from your past experiences where you successfully solved challenging issues, especially in fast-paced environments. This will demonstrate your ability to thrive under pressure.
✨Communicate Clearly and Effectively
Strong communication skills are essential for this role. Practice explaining your technical projects and decisions in a way that non-technical stakeholders can understand. This will show that you can contribute to the decision-making process effectively.
✨Familiarise Yourself with BBVA’s Values
Research BBVA’s purpose and values before the interview. Be ready to discuss how your professional approach aligns with their mission. This will help you stand out as a candidate who embodies the company culture and is committed to its objectives.
