Excel / VBA Developer

  • Market Rate
  • London, England, United Kingdom London England GB
  • Contract, Full time
  • Non-disclosed
  • 22 Jun 18 2018-06-22

An investment bank in London City is currently seeking an experienced developer / data analyst (Excel, VBA & Python) to join a Quant team that focus on trading related projects.

There are 2 parts of the role:

1) To serve immediate needs of the project, which involves model MI reporting and governance. The MI needs to be organised a pulled together. Strong Excel & VBA programming skills is crucial.

2) Assist in the build out of an analytics tool for both FRTB and Model Governance use cases. This involves working closely with traders, and requires good Python and problem solving skills. PnL attribution knowledge is beneficial.

Experience required:

  • Excel
  • VBA
  • Python

Advantageous:

  • FRTB, Model Governance, Trading, Quantitative Analytics, PnL Attribution experience

 

For consideration, please reply with an updated copy of your CV.

 

Excel / VBA / Python / FRTB / Model Governance / Trading / Quantitative Analytics / PnL Attribution / Quant / Front Office / Investment Banking / MI / Data Analysis / Developer