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QUANTITATIVE RISK DEVELOPER

BBVA, One Canada Square (44th Floor), Canary Wharf London, E14 5AA (UK)💼 Full-time🗓 2026-08-11 → 2026-09-26

Core

Develop and automate tools for market risk and counterparty risk measurement, monitoring, and stress testing on cloud-based solutions.

Role type

Quantitative Risk Developer

Builds

Cloud-based solutions and the Global Stress Platform

Domain

Financial services / Quantitative risk

Deliverable

production ML models | product features

Required skills

Python programming, quantitative finance (market risk, counterparty risk), structured programming (Java, C#, C++)

Preferred skills

None stated

Technologies

Python, Java, C#, C++

Responsibilities

Develop and automate risk measurement and monitoring tools; support implementation of methodological solutions for stress testing.

Seniority

Mid-level (2–4 years experience)

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