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BBVA is seeking a Senior Associate for the Fo Quants Models Fixed Income team, focusing on developing mathematical valuation models for interest rate and credit derivatives. The ideal candidate will possess strong mathematical finance skills, experience in fixed income modeling, and proficiency in programming languages.
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Job Summary
Develop mathematical valuation models for interest rate and credit 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.
Collaborate with the Interest Rate and Credit Quantitative Analysis Manager in defining the working plan for the Interest Rate and Credit Quantitative Analysis team, focusing on establishing the planning and priorities.
Provide technical support in model risk approval process and carry out specialized training actions to GM and Risk units, explaining the model functioning and characteristics.
Matching Summary
Match Score: 75
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BBVA is seeking a Senior Associate for the Fo Quants Models Fixed Income team, focusing on developing mathematical valuation models for interest rate and credit derivatives. The ideal candidate will possess strong mathematical finance skills, experience in fixed income modeling, and proficiency in programming languages.
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Skills & Requirements
Must-have
Fixed Income Modelling
Interest Rate and Credit derivatives
mathematical valuation models
pricing and risk management solutions
Quantitative Analysis Manager
Nice-to-have
teamwork
goal-oriented
initiative and innovation
customer service
influence and communication
Key Requirements
MSc in Math, Physics, Engineering or Economics
PhD preferred
Master’s Degree in Quantitative Finance highly valued
Knowledge in mathematical finance
Strong experience with Fixed Income Modelling (LGM, SABR, QGM) or other assets
Experience as a Quant in FO or other areas
Knowledge in Programming languages (C++, Python, .Net)