- Mexico City, Miguel Hidalgo, Mexico
- Full-time · Associate
- 1–2 years
The Fixed Income Quants team within BBVA Technology America and QBS in Global Markets develops advanced methodological solutions for valuing and managing risk for interest rate, credit and inflation derivatives. The role involves collaborating with trading and structuring desks, designing prototypes and key analytical tools for strategic decision making.
Responsibilities
- Develop mathematical valuation models and risk management metrics for interest rate and credit derivatives traded in Global Markets.
- Analyze new model requirements from trading and structuring desks, prioritizing solutions aligned with business strategy.
- Test, calibrate, and internally validate mathematical models, ensuring methodological soundness and consistency with operational calculations.
- Collaborate with the Quantitative Development area to integrate libraries and algorithms into test environments and internal BBVA systems.
- Prepare technical methodological documentation and provide specialized support to local and regional business desks.
Requirements
- Master's in Mathematics
- Master's in Physics
- Master's in Engineering
- Master's in Quantitative Economics
- Nice to have: Previous experience with valuation models