Excel VBA - Quantitative Analytics (Quant Dev) - (Derivatives & Pricing/Front Office/trading des

We are hiring for Excel VBA - Quantitative Analytics (Quant Dev) - (Derivatives & Pricing/Front Office/trading desk)

Location: Hybrid 2-3 Days Per week in London Office

• Strong Excel VBA programming skills (~20-30% of the role) for macro development, custom function building, workflow automation, and maintaining existing codebase.
• Proven experience integrating Excel with third-party quantitative pricing engines, bespoke C++/C# pricing libraries, custom Excel Add-ins, and live market data feeds.
• Hands-on experience with modern software engineering practices using Visual Studio Code and source control systems (GitLab/Git) for versioning spreadsheet solutions.
• Domain knowledge of Equity Derivatives, Options, and Structured Products, including pricing methodologies, Greeks (, , ), volatility surfaces, rate/FX dynamics, and scenario/stress testing.
• Proven track record collaborating directly with Front Office bankers, traders, quantitative analysts, and risk management teams to translate complex requirements into low-latency, scalable analytical tools.
• Migration of Legacy trading and valuation models into high-performance Excel 365 solutions, optimization of risk frameworks, and delivery of production-grade reporting tools.

Key Skills

Excel VBA/Visual Studio/Quantitative Analytics (Quant Dev) - (Derivatives & Pricing/Front Office/trading desk)