Role Description: Senior Front Office Excel Developer (Excel 365/VBA/Derivatives)
Core Requirement
The candidate will build and migrate complex derivatives trading models from a Legacy platform into Excel-based solutions used directly by bankers.
The role involves creating sophisticated Excel models, custom functions, and integrations with quantitative pricing libraries
Mandatory Technical Skills
Excel 365 Development (Primary Skill)
Advanced Excel 365 development.
Development using:
LAMBDA functions
LET functions
XMATCH functions
Dynamic Arrays
Complex Excel formulas
Custom/Bespoke Excel functions
Ability to build highly complex financial models within Excel
VBA Development
Strong VBA coding experience.
VBA forms approximately 20-30% of the development work.
Majority of development is Excel 365 modern functions rather than traditional VBA.
Excel Integration Development
Experience developing Excel Add-ins.
Integrating Excel models with external pricing/quantitative libraries.
Building solutions that:
Send requests to pricing engines.
Receive risk, pricing, and analytics outputs.
Process live market data feeds.
Development Tools
Experience using Visual Studio Code for Excel development.
GitLab/source control knowledge is beneficial.
Domain Knowledge (Highly Preferred)
Front Office Investment Banking
Candidate should ideally come from:
Front Office Technology
Investment Banking
Capital Markets
Trading Technology environments.
Derivatives Knowledge
Strong preference for candidates with knowledge of:
Equity Derivatives
Options
Structured Products
Pricing Models
Risk Analytics
Greeks (Delta, Theta, etc.)
Volatility analysis
Scenario & stress testing
Interest rate and FX impacts.