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Backend Engineer - Global Markets Risk Unit

BBVA

madrid, comunidad de madrid, Spain Full-time June 06, 2026

Found Description

Excited to grow your career?BBVA is a global company with more than 160 years of history that operates in more than 25 countries where we serve more than 80 million customers. We are more than 121,000 professionals working in multidisciplinary teams with profiles as diverse as financiers, legal experts, data scientists, developers, engineers and designers.Learn more about the area:The GMRU COE is a hybrid team composed of data scientists and quantitative analysts dedicated to enhancing the risk management of BBVA’s trading activities by integrating advanced data technologies and machine learning models. The team’s primary role involves developing mathematical models and automated tools to support the Global Markets Risk Unit across several critical areas, including market risk (FRTB IMA), counterparty credit risk (IMM), stress testing, and valuation adjustments (AVAs). Beyond technical development, they serve as a strategic bridge between teams—such as Front Office, Internal Validation...

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