Excel VBA Developer recruitment
Ideally the candidate should have some experience of working in an Investment Bank - or a keeness to learn.
Main Duties
Liaise with traders and Quants to analyse their Risk and requirements.
Translate the business requirements IT tasks - such as reporting logic or risk scenarios.
Build the reporting logic in Excel or OLAP/MDX and implement the risk scenarios in EORE/ESP.
Person Requirements
Required skills include
- Good analytical skills to understand/enhance the Risk manipulation logic
- Excel VBA
- good communication skills
Skills to be gained
- C# - risk manipulation components are being moved to C#
- OLAP/MDX - Microsoft OLAP has been introduced to provide a scalable store of Risk data. It has the added advantage of being capable of executing C# libraries and MDX. We plan to move more of the spreadsheets' logic into OLAP.