Global Markets Structurer

Description

Job Summary: BBVA is seeking a Global Markets Structurer with strong quantitative training and a passion for financial product development. Key Highlights: 1. Development and analysis of hedging, financing, and investment solutions. 2. Advanced Python programming for strategy modeling. 3. Integration of mathematical models and cutting-edge programming tools. **Application Deadline:** ================================ 2026\-05\-25 **Want to advance your professional career?** ================================================ BBVA is a global company with over 160 years of history, operating in more than 25 countries, serving over 80 million customers. We are more than 121\.000 professionals working in multidisciplinary teams with diverse profiles, including finance professionals, legal experts, data scientists, developers, engineers, and designers. **What Are We Looking For?** ========================== **Global Markets Structurer** **What Are We Looking For?** We seek a candidate with strong quantitative training and a passion for financial product development, capable of serving as a technical pillar within the Global Markets area. The ideal profile combines advanced programming skills with deep knowledge of derivative instruments, demonstrating proactivity and initiative to tackle complex analytical and financial solution design projects. **Key Responsibilities** * Develop and analyze hedging, financing, and investment solutions from a quantitative perspective. * Perform advanced programming tasks using Python and Bloomberg for strategy modeling. * Collaborate on the creation and optimization of tools for monitoring and managing financial assets. * Produce technical documentation and market analysis reports in English. **Job Challenges** The main challenge of this role is to integrate sophisticated mathematical models with cutting-edge programming tools to respond swiftly to structuring and commercialization needs for solutions in a highly dynamic global markets environment. **Requirements** **Knowledge and Experience** * **Mandatory Knowledge:** + Advanced Python programming. + Solid mathematical background (calculus, algebra, probability). + Knowledge of Financial Derivatives. + Advanced English (reading technical manuals and materials). * **Desirable Knowledge:** + Proficiency in Bloomberg's Bquant language. + Data Science knowledge. + Graduate degree in Quantitative Finance or related field. * **Education:** + Bachelor’s degree in Mathematics, Actuarial Science, Engineering, Economics, or related quantitative disciplines. * **Experience:** + 2–5 years of experience performing similar functions in structuring, risk, engineering, or data teams. “This position participates in a feedback pilot program. Please ensure your Workday profile is 100% complete and that you fill out all fields in this application.” If you require any reasonable accommodation\* during your selection process, please inform the recruiter at your first point of contact. At BBVA, we believe that having a diverse team makes us a better bank. For this reason, we actively support diversity, inclusion, and equal opportunity, regardless of ethnic or national origin, sex, age, religion, disability, sexual orientation, gender identity or expression, social condition, health status, opinions, marital status, or any other factor that undermines human dignity or impairs individuals’ rights and freedoms. We are confident that by cultivating a collaborative and inclusive work environment, we can bring out the best in ourselves. **\*Reasonable accommodations refer to modifications and/or adaptations the company may implement during your selection process to enable you to participate effectively.** ----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------- **BBVA: Turning Dreams into Opportunities****Ready to create together?** ===============================================================================