QUANTITATIVE RISK DEVELOPER

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.

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.

We are looking for a motivated professional with 2–4 years of experience, a strong quantitative background, an interest in financial risk, and a passion for software development and technology.

• 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.