Social network you want to login/join with:
STEM talent in the BBVA group: What we offer you?
* You will be part of a team of more than 1,800 Technology and Data experts across 25 countries, aiming to advance the bank through technology.
* You will participate in nearly 1,800 cutting-edge technology projects annually, positively impacting 85 million people.
* You will work with a diverse range of technologies, from the most experienced to disruptive: 46 programming languages, 201 development platforms, etc.
* You will collaborate with key tech partners such as Microsoft, Google, AWS, Salesforce, IBM, RedHat, Telefonica, Cisco, Genesys, and others.
* You will engage in innovative projects in Development, Architecture, Security, Infrastructure, and Data.
* You will learn on the job, work with referents, and access BBVA's training offerings, including the Ninja gamified training platform with over 11,000 participants, 2,000 talks, 1,300 workshops, and 48 hackathons.
Education:
* Academic background in Math, Physics, Computer Science, or Engineering.
* Master's degree in quantitative finance or experience in capital markets software development.
Required skills:
* Experience in XVA (derivatives Valuation Adjustments).
* Knowledge of mathematical finance and derivative product valuation.
* Strong C++ programming skills (object-oriented, STL, templates), with at least 4 years of experience.
* Experience with multiplatform development systems (Windows-Visual Studio, Linux), continuous integration, and software lifecycle tools like Jenkins, unit testing, regression testing.
* Technical knowledge in technologies such as C++ Boost, CMake, Google Protocol Buffer, Git, XML, Web Services (SOAP, REST or similar).
* Experience with Python programming language, minimum 2 years.
* Background in mathematics and analytical thinking.
* Fluency in English and Spanish.
Soft Skills:
* Strong analytical thinking.
* Teamwork and collaboration skills.
* Ability to multitask and prioritize effectively.
Overview:
The QBS Quantitative Development unit provides valuation solutions within BBVA's Corporate & Investment Banking. The team specializes in various underlyings and collaborates closely with BBVA trading desks.
Coordinate with the Quantitative Development XVA Manager to define work plans, set priorities, and align with business needs.
Key tasks include:
* Developing frameworks for pricing and risk management of valuation adjustments related to Counterparty Credit Risk and Balance Sheet resources.
* Working with analysts to evaluate valuation methodologies and implementation options for XVA and Balance calculations.
* Driving development and integration of valuation models into trading platforms.
* Optimizing models for performance and robustness, facilitating system integration.
* Providing training and support to trading and risk units on new valuation tools.
* Collaborating with various units during model deployment and validation.
* Assessing vendor valuation tools for suitability.
* Supporting system configuration and liaising with external vendors and IT teams.
* Establishing policies for development and testing to ensure quality standards.
* Participating in projects across the Global Markets unit.
Working at BBVA:
BBVA is a global bank with over 160 years of history, present in 25 countries, serving over 81 million customers with more than 110,000 professionals. We are leading digital transformation in banking, committed to responsible banking, diversity, inclusion, and our core values that guide our actions.
#J-18808-Ljbffr