Description
Key words; Developer, pricing, princing tool, pricing tools, Bank, Banking, finance, Financial services, C++, equity, Risk, Fix, .Net, Front Office, Middle Office, Fixed Income, FX, VBE, Excel
Excel/VBA Developer, 6 month Contract paying up to £650 per day.
Overview:
Develop re-usable components which encapsulate pricing business logic for other developments, such as ISE and electronic offering of FX Options.
Role
- Automation of FX Vol contribution for majority of pairs.
- Increase coverage of EM currencies
- Pricing for common FX vanilla structures & FX structure products
- Tools enhancements - for ease of transaction, transparency of communication from Sales/Trading and reduction in operational risk.
- Incorporation of LSVOL for basic components for pricing (Phase I) and for common structures (Phase II).
Skill Required
- 2.1 degree in Maths, Computer Science, Physics or Engineering.
- Strong Microsoft Excel skills and VBA programming background.
- Some experience of C++ or C#/NET/WPF would be desirable.
- Understanding of FX options or Interest rate products
- Experience of building Excel-based pricing tools in a Front Office facing role.
Key words;
Developer, pricing, princing tool, pricing tools, Bank, Banking, finance, Financial services, C++, equity, Risk, Fix, .Net, Front Office, Middle Office, Fixed Income, FX, VBE, Excel