Quantitative Risk Engineer - Algorithmics (Ciudad de México, Miguel Hidalgo)
BBVAWhat You'll Do
Participate in the functional and technical analysis of Algorithmics, identifying functionalities, processes, data, and integrations to migrate, replace, or eliminate. Develop and adapt technological solutions focused on Market Risk, Financial Markets, and Treasury using Java, SQL, XML, and FpML. Coordinate system integration through APIs, messaging, batch processing, files, and database interfaces.
What We're Looking For
3 to 5 years of experience in developing or implementing technological solutions related to Financial Markets, Market Risk, Treasury, Capital Markets, or Corporate & Investment Banking. Bachelor's degree (completed or in progress). Strong skills in Java, SQL/Oracle, XML/FpML, and Linux environments.
Key Skills & Technologies
Additional Information
Experience Level
Mid-Level
Job Language
Spanish
Employment Type
Full-time
Work Mode
Hybrid