Senior Front Office Quant - Fixed Income & Rates Lead

Senior Front Office Quant - Fixed Income & Rates Lead

Full-Time 75600 - 92400 Β£ / year (est.) No working from home possible
BBVA

At a Glance

  • Tasks: Lead modelling in Fixed Income, from design to deployment, collaborating with Trading and Risk teams.
  • Company: BBVA, a leading financial institution in London with a focus on innovation.
  • Benefits: Competitive salary, dynamic work environment, and opportunities for professional growth.
  • Other info: Engage with international trading desks and contribute to cutting-edge financial solutions.
  • Why this job: Make a significant impact in finance by developing advanced models in a collaborative setting.
  • Qualifications: Expertise in interest rate modelling, strong C++ and Python programming skills required.

The predicted salary is between 75600 - 92400 Β£ per year.

BBVA in London is seeking a Senior Front Office Quant to lead modelling in Fixed Income across rates, credit and inflation. You will own model design end-to-end, from theoretical framework to production deployment, and work closely with Trading, Structuring and Risk.

The role requires deep expertise in interest rate modelling, multi-curve frameworks, SABR-type models, and strong programming in C++ and Python, with experience engaging trading desks in an international setting.

Senior Front Office Quant - Fixed Income & Rates Lead employer: BBVA

BBVA is an exceptional employer that fosters a dynamic and inclusive work culture, offering its employees the opportunity to thrive in a leading European bank. With a strong emphasis on professional development, employees can expect robust growth opportunities while working alongside experienced professionals in a collaborative environment. Located in a vibrant financial hub, BBVA provides unique advantages such as access to cutting-edge resources and a commitment to innovation in the banking sector.

BBVA

Contact Details:

BBVA Recruitment Team

We think you need these skills to ace Senior Front Office Quant - Fixed Income & Rates Lead

Interest Rate Modelling
Multi-Curve Frameworks
SABR-Type Models
C++ Programming
Python Programming
Model Design
Production Deployment