£700 - £800 per day
over 2 years ago
6-12 Months +
ASAP - 4 weeks
RAD Developer - Excel VBA / C# - Front Office Equity Derivatives - Investment Banking
Our client, a global Bank, is looking to hire an experienced RAD Developer to work on their Equity Derivatives trading desk.
The role will involve working directly with the business to understand their requirements and then develop and support Trading Tools for the Equity Derivatives desk (e.g volatility tools, pricers etc). This will include developing tactical solutions for both local and global platforms as well as becoming involved in in some more strategic solutions.
Candidates will need:
- Strong background in RAD Development working in a Front Office, business facing trading environment
- Expert level Excel VBA skills
- Expert C# skills
- Strong background in Equity Derivatives and knowledge of Options, Variance Swaps, Equity Swaps.
- Good understanding of Forwards, Volatility, PVs, Collateral, Calibrating a VAR, Yield Curves
- Strong understanding of Windows Server environment
- Strong experience writing test cases