GIOS Technology
Excel VBA - Quantitative Analytics (Quant Dev) – (Derivatives & Pricing / Front Office / trading desk)
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Excel VBA - Quantitative Analytics (Quant Dev) – (Derivatives & Pricing / Front Office / trading desk)
Location
Hybrid: 2-3 Days Per Week in London Office
Role Description
Strong Excel VBA programming skills (~20–30% of the role) for macro development, custom function building, workflow automation, and maintaining existing codebase.
Experience Required
- 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 ($\Delta, \Theta, \Gamma$), 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.
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Key Skills
Excel VBA / Visual Studio / Quantitative Analytics (Quant Dev) – (Derivatives & Pricing / Front Office / trading desk)
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