Quant Junior, Balance-Sheet & XVA
BBVA(1 month ago)
About this role
Quantitative role focused on developing, implementing and supporting advanced mathematical models for derivative valuation within Global Markets, with emphasis on XVA and balance-sheet metrics. The position contributes to model integration, validation and deployment across internal systems and collaborates with regional desks in LATAM. It sits within BBVA’s Global Markets organization and supports pricing and risk alignment across business and risk units.
Required Skills
- XVA
- Balance-Sheet
- Valuation Models
- Numerical Methods
- Model Validation
- Pricing Tools
- Trading Support
- C++
- Python
- Monte Carlo
+2 more
Qualifications
- Master's Degree in Mathematics or Physics
- Master's in Quantitative Finance (valued)
- PhD (valued)
- Advanced English
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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