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Data Scientist
Empresa:

Bbva


Detalles de la oferta

Area:
CORPORATE & INVESTMENT BANKING
Company:
España - Banco Bilbao Vizcaya Argentaría, S.A.- 0001Overview
About the job
Are you curious about financial markets? Do you want to develop a career in mathematics and data science applied to trading? In Advanced Analytics & Algorithmic Trading at BBVA Global Markets, we are looking for a talented data scientist to help us grow our portfolio of Equities projects. The successful candidate will have the opportunity to work in exciting areas like:
The implementation and backtesting of trading strategies four our nascent Quantitative Investment Strategies business.
The development of trading algorithms to execute large orders and optimally hedge our risk exposures
The incorporation of liquidity and market impact into the pricing of derivatives using advanced mathematical models
The generation of trading factors and signals using machine learning algorithms
The analysis of client behaviour and segmentation to automate marketing campaigns and calculate optimal prices for digital products

What are we looking for?
Requirements
If you have a strong mathematical and programming background, data science skills and a business oriented mindset, we would like to hear from you. The ideal candidate will have:
a master degree in physics, mathematics, statistics, engineering or computer science. A PhD will be highly valuable
2 - 3 years of experience in a data science role in a business environment, but we welcome applications from highly qualified candidates that have recently graduated
outstanding mathematical literacy: you should be able to discuss business problems using mathematical terms on a piece of paper
programming skills in languages like Python, Java and/or Scala
practical knowledge of standard statistics and machine learning libraries, and big data frameworks like Hadoop and Spark
good English level. Spanish is valuable but optional: we welcome international applications
the ability to work under pressure. We work in a business environment and this requires from time to time to commit to tight deadlines. If this motivates you, please apply. Otherwise, better not.

To give you an idea, a few examples of papers and books you should feel excited to read and code are:
Volume Weighted Average Price Optimal Execution by Busseti and Boyd
Optimal Execution and Block Trade Pricing: a general framework, by Olivier Gueant
Reinforcement Learning for Optimized Trade Execution, by Nevmyvaka, Feng and Kearns
Introduction to Algorithmic Marketing, by Ilya Katsov
Advances in Financial Machine Learning, by Marcos López de Prado

How can you expect that a typical day unfolds if you join the team?
You will start the day checking the markets opening to make sure that our real-time trading algorithms and models have a smooth start
Later, you will join the rest of the data scientists to discuss their different lines of work and share ideas. If you are working in a multi-team agile project, you will probably meet your scrum team.
Sitting on the open trading floor, you will have extensive time to progress your work at your desk and computer, and have frequent informal discussions with traders and sales as needed to ensure your work has a large impact in the business.
During breaks, you will have the opportunity to enjoy the vibrant atmosphere of Ciudad BBVA, with its many services and open spaces.
Some time might be also allocated for learning and training, either at campus BBVA or with the rest of the team in our journal and book club sessions, where we discuss in group the latest books and papers relevant to our activity.

About you
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

Working at BBVA

BBVA is a global company with over 160 years of history present in 30 countries with over 79 million customers. We are more than 125,000 professionals working in multidisciplinary and diverse teams.
At BBVA, we are ahead of the transformation that is taking place in the banking sector, challenging the status quo, to make life easier to our customers.
Being part of BBVA means developing your career in one of the most innovative companies in finance.

Responsible banking
We're committed to responsible banking to help drive a more inclusive and sustainable society. The future of banking lies in financing the future.
We started out with the spirit of helping others make the best financial decisions. That spirit remains with us today and encourages us to keep moving forward, prioritizing innovation and digital transformation so that we can put the opportunities of this new era within everyone's reach.

Diversity
At BBVA, we believe that having a diverse workforce makes us a better bank. 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.

Our values
Our values define our identity; they are what drives us to make our goals a reality and they guide all of our actions and the decisions we make.

Customer comes first
We think big
We are one team


Fuente: World_Jobnos

Requisitos


Conocimientos:
Data Scientist
Empresa:

Bbva


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