Fo Quants Models Fixed Income Senior Associate

BBVA

Madrid, Spain
Fixed income modelling
Interest rate and credit derivatives
Mathematical valuation models
Develop mathematical valuation models for interest rate and credit derivatives to assess risks and provide pricing and risk management tools

Job Summary

  • Develop mathematical valuation models for interest rate and credit derivatives to assess risks and provide pricing and risk management tools.
  • Collaborate with Trading, Structuring, and Risk teams on model definition, development, calibration, integration, validation, and governance.
  • Provide daily support to business users of pricing and trading tools, and conduct specialized training sessions.

Matching Summary

Develop mathematical valuation models for interest rate and credit derivatives to assess risks and provide pricing and risk management tools.

Skills & Requirements

Must-have

  • Fixed Income Modelling
  • Interest Rate and Credit Derivatives
  • Mathematical Valuation Models
  • Quantitative Finance
  • Risk Management Solutions

Nice-to-have

  • Teamwork and Initiative
  • Customer Service Focus
  • Goal-Oriented and Innovative
  • Influence and Communication

Key Requirements

  • MSc in Math, Physics, Engineering or Economics
  • PhD preferred
  • Experience as a Quant
  • Knowledge in C++, Python, .Net

Work Rights

Not specified

Tailored Resume

Cover Letter