VBA Developer (Banking - FX or Interest Rate)

London  ‐ Onsite
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Keywords

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

Start date
n.a
Duration
6 months
From
Generic Network
Published at
09.09.2011
Project ID:
235458
Contract type
Freelance
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