full-time
Front Office Equity/FX Quantitative Analyst
BBVA
- Employer
- BBVA
- Location
- Madrid
- Working pattern
- hybrid
About the role
Design and implement valuation models and pricers for derivative products to support global trading desks. Collaborate on the digitalization of the derivatives business and coordinate the deployment of new models across systems. Requires at least 3 years of experience in a quantitative role with a strong background in mathematics, stochastic calculus, and numerical methods. Candidates must possess an MSc or PhD in a STEM field and demonstrate proficiency in C++ programming.