VBA Developer, Equity Derivatives Strat

Cornwallis Elt
10 Mar 2018
20 Mar 2018
Contract Type
Full Time

Strat Developer, Global Equity Derivatives, Python, Excel, VBA

The Strats Development team within Equity Derivatives Technology are looking for a Senior Developer to work on the trading desk and other stakeholders to rapidly develop pricing, calibration, analysis, risk management and booking automation tools.

These tools support the full spectrum of flow to exotic equity derivatives products so a strong working knowledge of derivatives pricing and key business workflows is required. The role also requires strong communication, quantitative and analytical skills, expert-level Excel VBA programming skills and Python programming is also preffered.

Key Requirements

  • Expert-level VBA for Excel. Prior experience building Excel plug-ins and DLLs.
  • Derivatives product knowledge and application. (Exotic equity derivatives are preferable)
  • Experience of and ability to work effectively and accurately in a high-pressured trading floor environment
  • In-depth practical knowledge of derivatives valuation and its implementation by use of analytical libraries.
  • Front-office development background (3 - 4 years minimum)
  • RAD / Excel development (3 - 4 years minimum)
  • Programming experience in Python
  • Experience with web service technologies, XML, SOAP, XSLT
  • SQL and Relational databases: Sybase, Oracle

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