full-time
Quantitative Risk Engineer – Algorithmics (Ciudad de México, Miguel Hidalgo)
BBVA
- Employer
- BBVA
- Location
- Ciudad de México, Mexico
- Working pattern
- on-site
About the role
The role involves leading the end-to-end transformation of critical risk systems, including analysis, migration, and integration of financial platforms. You will collaborate with engineering and risk teams to develop technological solutions for market risk and treasury operations. Candidates must have 3 to 5 years of experience in financial technology development with strong proficiency in Java, SQL, and XML/FpML. A bachelor's degree is required, along with intermediate to advanced English language skills.