Advanced Analytics & Algorithmic Trading is the team in Global Markets responsible for exploiting data to automate trading processes with intelligent algorithms and generating advanced analytics for trading and sales. The team covers the three asset classes Equities, Fixed Income and FX, leveraging on reusable solutions across geographies and products.
We are looking for a talented Algorithmic Trading & Data Developer, to grow the team capabilities in the efficient implementation of data-driven models and trading algorithms. The successful candidate will be developing productive code for the machine learning models deployed in the big data & analytics platforms, as well as coding algorithmic trading strategies in the cross-asset algorithmic trading platform.
- Development of productive machine learning models, with emphasis in real-time applications
- Efficient implementation of big data processes and workflows
- Efficient implementation of algorithmic trading strategies
- Extension and support of core modules of the cross-asset advanced analytics & algorithmic trading platform
Degree/Master in a mathematical or computational field (mathematics, physics, computer science, engineering…)
- Mathematical & analytical skills
- Object oriented & functional programming skills, preferably Java & Scala
- Data science programming languages skills and experience, preferably Python
- Big data tools skills: Spark, Hadoop, Kafka, Hue, Impala …
- Experience in deploying machine learning algorithms in production
- Experience in financial markets is highly valuable
- Knowledge of efficient time series databases like KDB+ is valuable
- English.High. Required.
- Spanish. High. Valuable.
- At least 5 years of related work experience
- Interpersonal skills.
- Ability to think outside of the box.
- Interest in technological innovation/disruption
- 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.