Algorithmic Trading Quant

  • Competitive salary Package
  • Madrid, Spain
  • Permanent, Full time
  • BBVA
  • 15 Jan 18 2018-01-15

Algorithmic Strategies & Data Science (ASDS) is the team in Global Markets responsible for exploiting data to automate trading processes with intelligent algorithms and generate market & client intelligence. The team covers the three asset classes: Equities, Fixed Income and FX, leveraging on reusable solutions across geographies and products.

The increasing algorithmic trading activity and the new post MiFID II regulatory environment require a dedicated function to monitor, support and analyze trading algorithms. We are looking for a motivated candidate with strong analytical skills to undertake the task of monitoring & analyzing algorithmic trading strategies across all the asset classes. The successful candidates will have the opportunity to become experts on the workings of trading algorithms and other data models; support trading on their deployment and optimal configuration; and have an active role analyzing their performance and suggesting improvements.

MAIN TASKS
-Real-time monitoring of algorithmic trading strategies.
-Definition and improvement of algorithmic trading real-time alerts
-Analysis of performance and safety of the algorithmic strategies, historical and real-time, identifying weak points and proposing improvements.
-Support trading on the workings and optimal configuration of the algorithmic strategies.


QUALIFICATION
-Master degree in a mathematical or computational field, PhD is valuable.


TECHNICAL SKILLS
-Mathematical & Algorithmic skills
-Data analysis skills, including data science libraries and tools.
-Big Data tools & Machine Learning skills are valuable
-Programming skills in scripting languages, preferably Python.
-Ability to present data analysis and visualizations in a clear way.
-Financial markets knowledge is valuable.


LANGUAGES
-English.High. Required.
-Spanish. High. Valuable.


PROFESSIONAL EXPERIENCE
-Work experience in a related role is valuable (3 years).


COMPETENCES
-Excellent communication skills.
-Interpersonal skills.
-Ability to think outside of the box.