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.