Senior Quantitative Data Scientist – Advanced Analytics, Algorithmic Trading

BBVA

Data Scientist Senior Analyst at BBVA, designing pricing intelligence and algorithmic tools to enhance FX trading performance. Collaborating with global teams and implementing data-driven models for trading.

Posted 6/16/2026full-timeMadrid • 🇪🇸 SpainSeniorWebsite

Tech Stack

Tools & technologies

CloudPySparkPythonPyTorchScikit-LearnSQLTensorflow

About the role

Key responsibilities & impact

Design and implement sophisticated client segmentation models, automated recommendation engines, and dynamic pricing frameworks.
Build, back-test, and deploy intelligent algorithms and predictive models to support automated execution and market-making strategies across FX products.
Architect and deliver robust, low-latency analytical models directly into production-ready engines.
Collaborate closely with the FX Sales team and maintain continuous communication with data science and quant teams across geographies.

Requirements

What you’ll need

2–5 years of proven experience as a Data Scientist, Quantitative Researcher, or Algorithmic Trading Developer within financial markets.
Master’s or Bachelor's degree in Physics, Mathematics, Engineering, Statistics, Computer Science, or a deeply quantitative field.
Strong mathematical foundations with valuable knowledge of stochastic processes, numerical methods, optimization, and machine learning architectures.
Solid understanding of financial markets and derivatives.
Advanced mastery of Python, PySpark, and SQL.
Hands-on experience with Machine Learning libraries (TensorFlow, PyTorch, scikit-learn) and cloud infrastructure within Amazon SageMaker.
Strong command of English and Spanish.

Benefits

Comp & perks

Flexible working arrangements
Professional development

ATS Keywords

✓ Tailor your resume

Applicant Tracking System Keywords

Tip: use these terms in your resume and cover letter to boost ATS matches.

Hard Skills & Tools

data sciencequantitative researchalgorithmic tradingmathematicsstochastic processesnumerical methodsoptimizationmachine learningPythonSQL

Soft Skills

collaborationcommunication