Quant jobs / BBVA

Equity Derivatives Trader Asia, VP/ SVP

Price and hedge Asian equity-derivative books at BBVA. The role covers exotic products, volatility inputs and trading-tool automation.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Quote exotic equity payoffs and manage book exposures.
Monitor volatility and dividend-market inputs.
Automate pricing and risk tools with quantitative colleagues.

What they ask for

Required

Structured equity-derivative experience
Mathematical analysis
Programming
Risk management
English communication

Education: Master’s in finance or engineering.
Experience: At least 5–7 years in structured equity derivatives.
Markets: equities, options

How to prepare

Price an Asian equity structured payoff.
Stress a book for volatility skew and dividend changes.
Design automated checks for trading-market inputs.

What to study

The Volatility Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on BBVA’s site before applying: requirements, location and pay can change after we check them.

View the posting on BBVA’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with BBVA and doesn’t handle applications.