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QUANTITATIVE RISK DEVELOPER

ExperiencedNo visa sponsorship
BBVA CIB logo

at BBVA CIB

Investment Banking

Posted 4 days ago

No clicks

**Quantitative Risk Developer** at BBVA, UK. Develop and automate risk measurement tools (market & counterparty), contribute to cloud-based solutions & stress platforms. 2-4 years' experience needed, **skilled in Python, structured programming**, and quantitative finance. Collaborative and analytical mindset.

Compensation
Not specified

Currency: Not specified

City
London
Country
United Kingdom

Full Job Description

Excited to grow your career?

BBVA is a global company with more than 160 years of history that operates in more than 25 countries where we serve more than 80 million customers. We are more than 121,000 professionals working in multidisciplinary teams with profiles as diverse as financiers, legal experts, data scientists, developers, engineers and designers.

The GMRU COE team is a multidisciplinary team composed of Data Science, Quantitative, and Software Development
professionals. The team develops methodologies and technology solutions for the measurement and monitoring of market
risk and counterparty risk.

About the job:

The role focuses on developing and automating tools for market risk and counterparty risk measurement and monitoring. The successful candidate will contribute to cloud-based solutions and the Global Stress Platform, while supporting the implementation of methodological solutions for market risk and counterparty risk stress testing.

What are we looking for?

We are looking for a motivated professional with 24 years of experience, a strong quantitative background, an interest in financial risk, and a passion for software development and technology.

The ideal candidate should have:

  • Bachelor's or Master's degree in a quantitative or technical field (Mathematics, Physics, Engineering, Computer Science, or related discipline).

  • Knowledge of quantitative finance, particularly market risk and counterparty risk.

  • Good knowledge of Python programming.

  • Knowledge of structured programming languages (e.g., Java, C#, or C++) is a plus.

  • Strong analytical and problem-solving skills.

  • Ability to work effectively in multidisciplinary teams.

Please note that priority will be given to candidates who are eligible to work in the UK.

Skills:

Client Orientation, Empathy, Ethics, Innovation, Proactive Thinking

Location: BBVA, One Canada Square (44th Floor), Canary Wharf London, E14 5AA (UK)

Time Type: Full time

QUANTITATIVE RISK DEVELOPER

Compensation

Not specified

City: London

Country: United Kingdom

BBVA CIB logo
Investment Banking

4 days ago

No clicks

at BBVA CIB

ExperiencedNo visa sponsorship

**Quantitative Risk Developer** at BBVA, UK. Develop and automate risk measurement tools (market & counterparty), contribute to cloud-based solutions & stress platforms. 2-4 years' experience needed, **skilled in Python, structured programming**, and quantitative finance. Collaborative and analytical mindset.

Full Job Description

Excited to grow your career?

BBVA is a global company with more than 160 years of history that operates in more than 25 countries where we serve more than 80 million customers. We are more than 121,000 professionals working in multidisciplinary teams with profiles as diverse as financiers, legal experts, data scientists, developers, engineers and designers.

The GMRU COE team is a multidisciplinary team composed of Data Science, Quantitative, and Software Development
professionals. The team develops methodologies and technology solutions for the measurement and monitoring of market
risk and counterparty risk.

About the job:

The role focuses on developing and automating tools for market risk and counterparty risk measurement and monitoring. The successful candidate will contribute to cloud-based solutions and the Global Stress Platform, while supporting the implementation of methodological solutions for market risk and counterparty risk stress testing.

What are we looking for?

We are looking for a motivated professional with 24 years of experience, a strong quantitative background, an interest in financial risk, and a passion for software development and technology.

The ideal candidate should have:

  • Bachelor's or Master's degree in a quantitative or technical field (Mathematics, Physics, Engineering, Computer Science, or related discipline).

  • Knowledge of quantitative finance, particularly market risk and counterparty risk.

  • Good knowledge of Python programming.

  • Knowledge of structured programming languages (e.g., Java, C#, or C++) is a plus.

  • Strong analytical and problem-solving skills.

  • Ability to work effectively in multidisciplinary teams.

Please note that priority will be given to candidates who are eligible to work in the UK.

Skills:

Client Orientation, Empathy, Ethics, Innovation, Proactive Thinking

Location: BBVA, One Canada Square (44th Floor), Canary Wharf London, E14 5AA (UK)

Time Type: Full time