XVA Quantitative Developer

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. **Learn more about the area:** BBVA Corporate \& Investment Banking \- Quantitative \& Business Solutions develops valuation solutions and risk management tools that enable us to offer investment or hedging solutions with added value. The team consists of professionals with mathematical and technological backgrounds, focused on developing projects and supporting the business in achieving its objectives. **About the job:** We are looking for a Quantitative Developer with proven experience in C\+\+ and a passion for technical work, who is enthusiastic about building a professional career in finance. You will have the opportunity to join a high-performing team of professionals, aiming to support BBVA in the design, implementation, and maintenance of pricing and risk management tools for traders and risk managers within BBVA Corporate \& Investment Banking (BBVA CIB), with a specialization in developing tools for XVA calculation and tools for capital and balance sheet management. **What are we looking for?** **Academic background / certifications:** * Bachelor's degree in quantitative fields such as Mathematics, Physics, or Engineering disciplines. * A postgraduate degree (Master/PhD) is desirable. * Knowledge of Financial Mathematics and Quantitative Finance is desirable. **Professional experience:** At least 3 years of prior software development experience in academic or professional settings. * Prior experience and knowledge in the financial sector is desirable. **Technical knowledge:** * Programming languages: C\+\+ (at least 3 years), including object-oriented programming, STL, templates, and development best practices. * Multi-platform development experience (Linux/Windows), Visual Studio, and development lifecycle tools (CI/CD, Jenkins, unit testing, regression testing). * Knowledge in at least two of the following areas: + Derivatives pricing theory. + Boost, Conan, gProtocol Buffer, gRPC. + Version control and containerization: Git, Docker, web services. + Experience with the Murex platform and Murex Flex API. + Python. + Computational optimization using distributed computing, GPUs, vectorization, or other HPC techniques. + Front Office risk valuation and risk management tools. + Financial markets. **Languages:** * English B2\-C1\. **Skills:** * Leadership, people management and motivation, decision-making ability, and promotion of teamwork. * Goal-oriented and results-driven work, strong analytical capability. **Skills:** Quantitative Analysis, Quantitative Models