Excel VBA Developer recruitment

We are currently looking for a talented developer to join our front office Rates development team. Working along side traders on the trading floor the role will be to develop strategic and tactical risk, pricing and modelling applications for the Liquidity Trading business who act as market makers for European Government Bonds and G10 Interest Rate Swaps. The successful candidate must posses excellent Excel VBA and a solid understanding of at least one Fixed Income asset class.

Responsibilities

• Working on the trade floor as part of a small team to develop risk and modelling applications for trading
• Development of applications using strategic risk platform, Python and KDB
• Rapid development of tactical solutions in Excel/VBA as required
• Co-ordination with e-Trading colleagues to deliver strategic applications across multiple project  teams
• Client relation management with users in the business

Requirements

Key Skills Required:

• Excel/VBA, SQL
• Python and/or C++/Java
• Excellent understanding of Rates or other Fixed Income products (Credit, FX, etc..)
• Good pricing knowledge in at least one asset class
• Excellent communication skills
• Previous banking or hedge fund experience


Desirable Skills:

• KBD/Q
• C++/Java
• Financial Modelling
• Matlab
• Trade floor exposure
• Knowledge of eTrading and MIS
• Experience in working closely with traders