Quantitative Analyst - Mission, United States - Banco Bilbao Vizcaya Argentaria S.A.

Description

It would be necessary an advanced level in:
Business with platforms - markets.
Market analysis (trading).
GM- processes and lyfe cycle.
Markets products.
Programming.
Management of international and multidisciplinary projects.
Compliance & regulations - banker.

Languages:
Fluent in English and Spanish.

Soft Skills:
Analytical thinking.
Overview

Mission:

Develop mathematical valuation models for Equity and FX derivatives to assess the risks of the Global Markets derivative products, providing the business with specific tools/ prototypes for their pricing and risk management activities.

Provide support to the business in a daily basis in the use of the pricing and trading tools produced by the team.

Key responsibilities include:
Collaborate with the Equity and FX Quantitative Analysis Manager in defining the working plan for the Equity and FX.

Quantitative Analysis team. Focus on establishing the planning and priorities, taking into account the Global Markets (GM) business needs and strategy.
Develop mathematical models for pricing and risk management of Equity and FX derivatives products traded in GM. Propose methodologies and numerical techniques to assess the different risks of the Equity and FX trading activity.

Analyse, together with the Equity and FX Quantitative Analysis Manager, new pricing/ valuation models requests received from GM Trading and Structuring desks.

Focus on prioritizing the most important developments based on GM product strategy.

Work together with the Quantitative Development unit in order to take into account in the valuation model development the required aspects for its future implementation in the BBVA internal systems.

Focus on facilitating the model plug in with GM applications.
Discuss with GM trading/structuring desks if the valuation model proposal meets GM business needs, before starting the prototype development.
Develop prototypes and valuation libraries according to well-established programming standards, keeping consistency with developments to be shared by different teams (Quantitative Developments, etc.)
Test and calibrate the Equity and FX valuation models taking into account market risks and inputs.

Validate internally the model, ensuring its solidity and sturdiness, and that the calculations and results are aligned to those managed by the GM desks.

Working at BBVA
BBVA is a global company

with over 160 years of history present in

25 countries with over

81

million customers. We are more than

110,000

professionals working in multidisciplinary and diverse teams.

At BBVA,

we are ahead of the transformation

that is taking place in the banking sector,challenging the status quo, to make life easier to our customers.

Being part of BBVA means developing your career

in one of the most innovative companies infinance.
Responsible banking
We're committed to responsible banking

to help drive a more inclusive andsustainable society . The future of bankinglies in financing the future.

We started out with the spirit of helping others make the best financial decisions.

That spiritremains with us todayand encourages us to keep moving forward, prioritizing innovation and digital transformation so thatwe can put theopportunities of this new era within everyone's reach.

Diversity
At BBVA we believe having a

diverse

team makes us a better bank.

For this reason,

we actively support diversity, inclusion and equal opportunities

regardless race, sex, age, religion, sexual orientation, gender identity or expression. We cultivate a collaborative and inclusive work environment that allows every employee to do their best work.
Our values

Our values define our identity ; they are what drives us to make our goals areality and they guide all of our actionsand the decisions we make.

#J-18808-Ljbffr