Role Title: Senior Front Office Excel Developer (Excel 365 / VBA / Derivatives)

Location: London, UK

Days Onsite: 2- 3 days a week

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.