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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.
Front Office (FO) Quants team un QBS are responsible for the development of mathematical models and computational tools for pricing, risk management, and strategy optimization in financial markets. The team works closely with traders and structurers, providing real-time solutions to support decision-making. Their work combines quantitative modeling, high-performance programming (primarily in C++), and data analysis across multiple asset classes. Additionally, they ensure the efficient integration of models into trading and risk systems, guaranteeing accuracy and speed in high-demand environments.
Our team plays a key role in shaping the architecture of valuation libraries, ensuring high performance and seamless integration into corporate systems. We specialize in high-performance computing, define quality standards for quantitative development, and establish best practices for software engineering. Collaborating closely with quants, we support projects across multiple asset classes.
About the job:
Role Overview:
As a Quantitative Software Engineer, you will help drive quantitative development projects, focusing on:
Integrating valuation modelsinto enterprise systems.
Optimizing application performance for high-efficiency execution.
Designing scalable architecturesfor computational finance solutions.
Enhancing development practiceswithin quant teams.
You will work alongside Quantitative Analysts and Developers, contributing to the implementation and validation of models across diverse asset classes. Strong expertise in derivatives pricing and advanced C++ skills are essential.
Key Responsibilities:
Develop and refinevaluation library architectures.
Improve theefficiency and scalabilityof financial applications.
Ensure smoothintegration of models into corporate infrastructure.
Define and enforcequality and development standards.
Collaborate with quants oncross-assetprojects.
What are we looking for?
Required skills and experience:
1. Strong background inC++ programming, including object-oriented programming, STL, templates, and best practices. A minimum of5 years of experience is required.
2. At least 5 years in a similar role (Front Office Quantitative Team), developing trading tools such as pricers, models, sensitivities, and reports, while actively interacting with trading desks.
3. Expertise in financial mathematics and derivative valuation.
4. Experience inmultiplatform development (linux & window), continuous integration, and the software development lifecycle.
5. Strong background inmathematics and problem-solving.
Knowledge and proven experience in some of these areas of expertise:
Boost, Conan, Google Protocol Buffer, Gradle, cmake.
Experience with cloud technologies and related frameworks (AWS, Azure).
Docker.
Experience with the Murex platform and Murex Flex API.
Python programming.
Designing sustainable architectures for Excel add-ins using .NET Framework.
Computational optimization using distributed computing, GPUs, vectorization, or other high-performance computing (HPC) techniques.
HPC Grid desirable IBM platform symphony.
Experience integrating trading tools with vendor solutions.
Education:
MSc in Engineering, Physics or Math (STEM profiles).
MSc in Quantitative Finance is a plus.
PhD in a technical fields or Quantitative Finance is highly valued.
Skills:
Quantitative Models
Software Engineering (1)