SENIOR MANAGER QUANTITATIVE RISK DEVELOPER

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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.

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 is focused on designing and implementing advanced technology solutions for market risk and counterparty risk. The successful candidate will contribute to the evolution of the Global Stress Platform and cloud-based risk infrastructure, translating quantitative methodologies into scalable and maintainable software solutions. The position involves solving complex methodological and technical challenges, integrating risk models into production environments, optimizing system performance, and collaborating with global teams to enhance the bank's risk management capabilities.

What are we looking for?

We are looking for an experienced professional with 8+ years of experience, a strong quantitative background, expertise in financial risk, and solid software development skills.

The ideal candidate should have:

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

• Advance knowledge of quantitative finance, particularly market risk and counterparty risk.

• Strong Python programming skills.

• Strong knowledge of database technologies.

• Experience developing applications in Java, C#, or C++.

• Experience with Docker and cloud environments.

• Experience designing and implementing technology solutions for risk management or quantitative applications.

• Strong analytical and problem-solving skills.

• Ability to lead technical initiatives and collaborate effectively with multidisciplinary teams.

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

Skills: