What are the responsibilities and job description for the Senior Algorithmic Trading Quant position at BBVA?
In Advanced Analytics & Algorithmic Trading at C&IB Global Markets, we have the mission to support the transformation of our business into a more scientific, data-driven business one. We have a rare opening for someone to help us develop this mission by taking a leading role as a Senior Data Scientist leading the team responsible for our portfolio of advanced analytics models and algorithmic trading for credit trading, with desks located in London and New York. We are looking for someone with strong mathematical, programming and data science skills, a business oriented mindset, and an entrepreneurial spirit. The successful candidate will have the opportunity to work in exciting areas like :
- implementation of advanced analytics models for credit trading, e.g. models to estimate fair prices, liquidity, optimal spreads, optimal hedges, etc
- development of market - making and execution trading algorithms based on scientific, data-driven methodologies : stochastic optimal control, machine learning, reinforcement learning
- generation of trading signals and predictors, e.g. trend, volatility, market volume, inflation, etc
- implementation of methodologies and tools to evaluate the performance of models and trading algorithms ex-ante (e.g. backtesting) and ex-post (e.g. p&l explain)
- day-to-day work close to the trading desks, located both in London and New York, to understand their business objectives, translate them into models, provide them with clear interpretation of the outcomes and gather their feedback to continue improving the activity
The ideal candidate will have the following qualifications :
All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.
With respect to this position in our New York Office, the expected base salary ranges from $140,000 to $200,000. It is not typical for offers to be made at or near the top of the range. Salary offers are based on a wide range of factors including relevant skills, training, experience, education, and, where applicable, certifications obtained. Market and organizational factors are also considered. In addition to salary and a generous employee benefits package, successful candidates are eligible to receive a discretionary bonus.
Salary : $140,000 - $200,000
