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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.
About the job:
In Advanced Analytics & Algorithmic Trading at C&IB Global Markets, we have the mission to support the transformation of our business into a more scientific, data-driven business one. We have a rare opening for someone to help us develop this mission by taking a leading role as a Senior Data Scientist leading the team responsible for our portfolio of advanced analytics models and algorithmic trading for credit trading, with desks located in London and New York. We are looking for someone with strong mathematical, programming and data science skills, a business oriented mindset, and an entrepreneurial spirit. The successful candidate will have the opportunity to work in exciting areas like:
- implementation of advanced analytics models for credit trading, e.g. models to estimate fair prices, liquidity, optimal spreads, optimal hedges, etc
- development of market - making and execution trading algorithms based on scientific, data-driven methodologies: stochastic optimal control, machine learning, reinforcement learning
- generation of trading signals and predictors, e.g. trend, volatility, market volume, inflation, etc
- implementation of methodologies and tools to evaluate the performance of models and trading algorithms ex-ante (e.g. backtesting) and ex-post (e.g. p&l explain)
- day-to-day work close to the trading desks, located both in London and New York, to understand their business objectives, translate them into models, provide them with clear interpretation of the outcomes and gather their feedback to continue improving the activity
The ideal candidate will have the following qualifications:
- a master degree in physics, mathematics, statistics, engineering or computer science.
- 5+ years of experience in a quantitative or data science role in the financial industry or a similar business environment. Previous experience leading a team or managing projects will be beneficial, but we encourage applications from any ambitious candidate with a clear strategic vision to help us fulfill our mission
- strong knowledge of financial markets and instruments
- outstanding mathematical literacy: you should be able to discuss business problems using mathematical terms on a piece of paper. Previous experience using stochastic calculus, stochastic optimal control, and bayesian probability is highly valuable
- programming skills in scripting languages like Python, and object-oriented programming languages like Java. Knowledge of KDB+/Q is highly valuable
- practical knowledge of standard statistics and machine learning libraries, and big data frameworks like Hadoop and Spark
- entrepreneurial mindset
- good English level. Spanish is valuable but optional: we welcome international applications
- the ability to work under pressure, with tight deadlines and internal clients with high expectations
All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.
With respect to this position in our New York Office, the expected base salary ranges from $140,000 to $200,000. It is not typical for offers to be made at or near the top of the range. Salary offers are based on a wide range of factors including relevant skills, training, experience, education, and, where applicable, certifications obtained. Market and organizational factors are also considered. In addition to salary and a generous employee benefits package, successful candidates are eligible to receive a discretionary bonus.
*Employment eligibility to work with BBVA in the U.S. is required as the company will not pursue visa sponsorship for these positions
Legal requirements
It is not typical for offers to be made at or near the top of the range. Salary offers are based on a wide range of factors including relevant skills, training, experience, education, and, where applicable, certifications obtained. Market and organizational factors are also considered. In addition to salary and a generous employee benefits package, successful candidates are eligible to receive a discretionary bonus.
Pay Transparency Policy Statement
The contractor will not discharge or in any other manner discriminate against employees or applicants because they have inquired about, discussed, or disclosed their own pay or the pay of another employee or applicant. However, employees who have access to the compensation information of other employees or applicants as a part of their essential job functions cannot disclose the pay of other employees or applicants to individuals who do not otherwise have access to compensation information, unless the disclosure is (a) in response to a formal complaint or charge, (b) in furtherance of an investigation, proceeding, hearing, or action, including an investigation conducted by the employer, or (c) consistent with the contractor's legal duty to furnish information (41 C.F.R. 60-1.35 (c)).
Individuals with Disabilities
BBVA USA, BBVA Securities Inc., and BBVA S.A. New York Branch invite all interested and qualified applicants to apply for employment opportunities. If you are a U.S.-based job seeker with a disability who is unable to use our online tools to search and apply for jobs, please contact us by emailing: [email protected] or by calling toll-free (in the U.S.) 1-844-664-9275. Please indicate the specific type of assistance needed*.
*The disability access telephone line and email address are reserved solely for job seekers with disabilities requesting accessibility assistance or an accommodation. Please do not call about the status of your job application if you do not require accessibility assistance or an accommodation. Messages left for other purposes, such as following up on an application or non-disability related or technical issues, will not receive a response.
EEO Statement
BBVA USA, BBVA Securities Inc., and BBVA S.A. New York Branch have a firm and unwavering policy to provide equal employment opportunity without regard to age, citizenship, color, disability, ethnic origin, gender, gender identity and expression, marital status, nationality, national origin, race, religion, sexual orientation, genetic predisposition, protected veteran status, or any other status or classification protected by federal, state or local law. This policy includes all job groups, classifications and organizational units. With regard to employment, this policy extends to applicants and covers our recruiting, hiring, promotion, transfer, demotion, discipline, termination, benefits, compensation and training practices as well as social and recreational activities.
View the "EEO is the Law" & "View the EEO is the Law Supplement Poster" poster. BBVA USA, BBVA Securities, Inc., and BBVA NY are equal opportunity and affirmative action employer.
