full-time
FO EQ/FI Quantitative Developer
BBVA
- Employer
- BBVA
- Location
- London
- Working pattern
- on-site
About the role
Design, implement, and test valuation models and pricing tools for Global Markets derivatives, supporting pricing, risk hedging, and daily trading-floor activity. Lead technical innovation and digitalization, optimize systems, and coordinate model deployment with Engineering and Risk teams. Requires at least five years of experience in a similar front-office quantitative development role, strong C++ skills, and expertise in financial mathematics and derivative valuation, particularly interest rate or equity models. An MSc in Mathematics, Physics, or Engineering is specified; quantitative finance postgraduate study, a technical or quantitative finance PhD, and CQF certification are valued.