full-time
Quantitative Risk Engineer – Algorithmics (Ciudad de México, Miguel Hidalgo)
BBVA
- Employer
- BBVA
- Location
- Mexico City, Mexico City, Mexico
- Working pattern
- on-site
About the role
The Quantitative Risk Engineer will lead the end-to-end transformation of critical risk systems, including analysis, migration, and integration of financial platforms. They will collaborate with engineering and front-office teams to develop solutions for market risk, treasury, and financial markets using Java and SQL. Candidates must have 3 to 5 years of experience in financial technology development, specifically within market risk or capital markets. Proficiency in Java, SQL/Oracle, XML/FpML, and Linux environments is mandatory, along with a bachelor's degree.