FO EQ/FI Quantitative Developer/Analyst
BBVA
Posted: March 12, 2026
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Quick Summary
A Quantitative Analyst is needed to join our team in London. The role involves working on investment banking solutions for clients worldwide.
Required Skills
Job 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.
GLOBAL MARKETS - QUANT. & BUSINESS SOLUTIONS
Quantitative & Business Solutions (QBS) is a specialized unit within BBVA CIB – Global Markets, dedicated to providing investment banking solutions to clients worldwide. Our team operates across multiple geographies and specializes in various asset classes.
We seek experienced professionals with a strong mathematical and technological background to join our team.
About you:
• You have a technical or scientific background and are seeking a highly technical role, constantly striving for innovation and new challenges.
• You demonstrate a high level of commitment to your work and objectives.
• You are eager to contribute to the decision-making process of projects, sharing your perspective with other specialists. Strong communication skills are essential.
• You thrive in solving complex technical problems in a fast-paced, dynamic environment.
• You embody BBVA’s purpose and values in your professional approach.
About the job:
Main functions:
Front Office Quantitative Team collaborating to define an execution plan aligned with BBVA CIB – Global Markets' strategy:
• Design, implement, and test valuation models and pricers to assess the risks of Global Markets (GM) derivative products, supporting GM desks worldwide in pricing and risk hedging activities.
• Lead the digitalization of the derivatives business.
• Drive the design and technical implementation of valuation models across different Global Markets systems and platforms, ensuring consistency.
• Optimize technical solutions to enhance efficiency and performance.
• Drive the technical innovation in Global Markets
• Coordinate the deployment of new models and pricers with other units, including Engineering and Risk areas
• Support trading floor daily activity
Required skills and experience
• Strong background in C++ programming, including object-oriented programming, STL, templates, and best practices. A minimum of 5 years of experience is required.
• 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.
• Expertise in financial mathematics and derivative valuation, specializing in Interest Rate Models or Equity Models.
• Knowledge of Credit, FX and Inflation Derivatives Valuation will be valued.
• Experience in multiplatform development (Windows-Visual Studio, Linux), continuous integration, and the software development lifecycle (CI/CD, Jenkins, unit testing, regression testing).
• Strong background in mathematics and problem-solving.
Knowledge and proven experience in some of these areas of expertise:
• Boost, Conan, Google Protocol Buffer, gRPC
• Experience with cloud technologies and related frameworks (AWS, Azure).
• Version control and containerization: Git, Docker, Web services: SOAP or similar technologies.
• Experience with the Murex platform and Murex Flex API.
• Python programming.
• Computational optimization using distributed computing, GPUs, vectorization, or other high-performance computing (HPC) techniques.
• Experience integrating trading tools with vendor solutions.
Education:
• MSc in Math, Physics or Engineering (STEM profiles)
• MSc in Quantitative Finance is a plus
• PhD in a technical fields or Quantitative Finance is highly valued
Skills:
Empatía, Ética, Innovación, Orientación al cliente, Pensamiento proactivo