Senior Algorithmic Trading Quant
We are BBVA, a global bank with more than 73 million customers and a footprint that extends across more than 30 countries. We work to help people make the best financial decisions and bring the age of opportunity to everyone. We are guided by our values: the customer comes first, we think big and we are one team.
At BBVA we are leading the transformation of banking worldwide, united in pursuing our goal of bringing the age of opportunity to everyone. Firmly focused on the future, our on-going digital transformation is already producing disruptive innovations that power our vision of banking.
We are a bank with more than 130,000 employees worldwide (54% women) and 72 million customers.
Our values define our identity and are the lever that helps us to realize our purpose: The customer comes first, we think big and we are one team.
About the position
Do you want to help us drive BBVA’s Global Markets into the new era of electronic and automated trading? We are looking for a talented Senior Algorithmic Trading Quant to join the Algorithmic Strategies & Data Science (ASDS) team. ASDS is currently engaged in implementing a core transformation strategy in Global Markets, based in two pillars: automate trading strategies to optimise and scale up our business in electronic markets, and generate advanced market & clients intelligence to provide our sales & traders with unique insights. The team activity spans the three asset classes: Equities, Fixed Income and FX, leveraging on reusable solutions across geographies and products.
The successful candidate will be responsible for designing and implementing execution and market making algorithmic strategies, as well as leading projects to deploy these algorithms in coordination with Trading, eCommerce and IT. She or he will be joining a multidisciplinary team based in Madrid, with presence in Mexico, and will be contributing to a greenfield project where opportunities to grow, learn and innovate abound.
- Design & implement sell-side algorithmic trading strategies: execution and market-making, from prototyping to deployment of production code
- Lead algorithmic trading projects using Agile methodologies
- Develop predictive & pattern recognition models to generate useful trading indicators
- Analyse & visualise market and client data, detect opportunities, perform backtesting of trading strategies, explain the behaviour of trading algorithms
- Degree/Master in a mathematical or computational field (mathematics, physics, computer science, engineering…).
- PhD is a plus.
Professional experience required
- At least 2-3 years of relevant experience implementing execution and/or market making algorithmic strategies
- At least 3 years experience in Markets
- Strong Mathematical & analytical skills
- Object oriented programming skills, preferably in Java
- Scripting programming languages skills, preferably in Python
- Solid knowledge of pattern recognition & predictive statistics: time series models, bayesian inference, machine learning techniques, etc.
- Experience in big data tools like Spark, Kafka, Hue, Impala, etc is valuable. Training will be offered to get started on the in-house big data platform.
- Experience in reactive programming is valuable
- English.High. Required.
- Spanish. High. Valuable.
- Interpersonal skills
- Decision making
- Innovative & creative thinking
- You have the ability to create new business relationships
- You consider yourself a person with initiative
- You love to work in collaborative and diverse environments
- You identify with the purpose and values of BBVA.
Our commitment with diversity
At BBVA we believe that having a team made up of people with different ways of looking at the world and facing each challenge makes us a better bank.
For this reason we actively support diversity and inclusion and we want to invite you to send your application regardless of your race, sex, age, sexual condition or country of origin, experience, studies ... and we cultivate a collaborative and inclusive work environment that allows us to show the best of ourselves.
At BBVA, we are proud to be a company that prioritizes diversity, inclusion and equal opportunities, regardless of the race, age, gender, ethnicity, disability, religion or sexual orientation of our employees and collaborators. Corporate responsibility is an essential component of our business model, as we promote financial education and support research and culture.
Being part of BBVA means developing your career in the company that is leading the transformation of the financial sector.