This role will be a front office research role for an Excel/ VBA developer who has experience with Commodities, energy, power, gas markets. Looking for one very strong desk developer, good business understanding, experience working in a front office development role building pricing and analytic tools for the traders, sales, end users. Knowledge of how to read a risk report, price a derivative, price a swap, bootstrap a yeild curve will all be major plus.
From a technical standpoint this candidate will have a strong programming background building pricing and risk tools for a derivatives desk. Commodity experience is a preference but will be keen to speak with people with a strong derivative background as well.
- Proficient with Excel / VBA rapid application development
- Strength with Vc++/ C# or Ajax will be a plus
- Vb / VB.Net / VBA / VB6 / Excel expertise
- Analytical background
- Must understand how to build pricing tools in VBA or C#
- Should have worked in front office environment with traders in previous role