Senior Front Office Excel Developer in London

Role 1:

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 ExcelVBA 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.

Role 2:

Role Title: Senior Excel VBA & Quantitative Analytics Developer
Location: London
Days on site: 2-3 days a week

Role Description:

We are seeking a highly skilled Senior Excel VBA & Quantitative Analytics Developer to design, develop, and enhance sophisticated Excel-based analytical solutions used in financial and risk management environments. The ideal candidate will possess advanced expertise in VBA programming, modern Excel 365 development, and the creation of complex analytical models and automation frameworks.

### Key Responsibilities

- Design, develop, and maintain advanced Excel-based applications using VBA and Excel 365 features.
- Build and optimize complex VBA solutions, including custom functions, automation workflows, and reporting tools.
- Develop sophisticated Excel models utilizing modern functions such as LAMBDA, LET, XMATCH, Dynamic Arrays, and other advanced formula capabilities.
- Create scalable and efficient spreadsheet solutions for analytical, valuation, and reporting requirements.
- Integrate and leverage Excel add-ins and third-party analytical tools within workbook solutions.
- Troubleshoot, enhance, and optimize existing Excel applications for performance and usability.
- Collaborate with business stakeholders, quantitative analysts, traders, and risk teams to deliver analytical solutions aligned with business needs.
- Ensure adherence to best practices in spreadsheet development, version control, and documentation.

### Required Skills & Experience

- Strong hands-on experience in Excel VBA development, including complex macro and function creation.
- Expert knowledge of Microsoft Excel 365 and advanced spreadsheet engineering.
- Proven experience developing complex formulas and analytical models using:
- LAMBDA
- LET
- XMATCH
- Dynamic Array Functions
- Advanced lookup, aggregation, and calculation techniques
- Experience integrating and utilizing Excel add-ins within business-critical solutions.
- Strong analytical, problem-solving, and data modelling skills.
- Ability to translate complex business requirements into efficient Excel-based solutions.

### Preferred Qualifications

- Experience within Investment Banking, particularly in Front Office, Trading, Quantitative Analytics, or Risk Management functions.
- Understanding of Risk Analytics and Valuation methodologies.
- Knowledge of pricing and valuation principles for Options, Structured Products, and Exotic Derivatives.
- Familiarity with financial markets, derivatives trading, and quantitative modelling concepts.
- Exposure to market risk, pricing libraries, and analytical frameworks within capital markets environments.