full-time
Interest Rate Volatility Trader Executive Director
BBVA
- Employer
- BBVA
- Location
- New York
- Working pattern
- on-site
- Salary
- $250,000–$300,000 / year
About the role
Grow the interest rate volatility client business, quote vanilla and structured products, and manage trading-book risks across G10 currencies. Contribute to pricing model development, coordinate with Sales, Engineering, and Quant teams, integrate vanilla and exotic volatility desks, and mentor colleagues. Requires at least seven years of experience pricing and managing vanilla and exotic interest rate options, with a track record of growing business revenues. Requires a strong technical academic background; a master's degree is highly valued, along with proficiency in Excel, Python, Bloomberg, and VBA.