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

About the role

Develop and maintain Excel VBA macros, custom functions, automated workflows, and production-grade analytical and reporting tools, integrating Excel with pricing engines, bespoke libraries, add-ins, and live market data. Migrate and optimize legacy trading, valuation, and risk models, collaborating with front-office bankers, traders, quantitative analysts, and risk teams to deliver scalable, low-latency solutions. Requires strong Excel VBA programming skills and hands-on experience integrating Excel with quantitative pricing engines, custom C++/C# libraries, add-ins, and live market data feeds. Candidates should have derivatives domain knowledge, including equity derivatives, options, structured products, pricing, Greeks, volatility surfaces, and scenario testing, as well as experience with Visual Studio Code, GitLab or Git, and front-office collaboration.