Balance-Sheet & XVA Quant Analyst
BBVA(1 month ago)
About this role
A Senior Quantitative Analyst in Global Markets at BBVA focuses on advanced valuation modelling related to XVA and balance-sheet metrics for the bank's trading activities. The role is part of a multidisciplinary quantitative team that collaborates with risk and regional trading desks across Latin America to ensure methodological alignment and robust model adoption.
Required Skills
- Quantitative Modelling
- XVA
- Balance-Sheet
- Pricing
- Risk Management
- Monte Carlo
- Stochastic Calculus
- C++
- Python
- Numerical Methods
+4 more
Qualifications
- Master's Degree in Mathematics/Physics/Engineering/Economics
- Master's in Quantitative Finance (Preferred)
- PhD (Valued)
About BBVA
bbva.comThe latest banks and financial services company and industry news with expert analysis from the BBVA, Banco Bilbao Vizcaya Argentaria.
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