Senior Analyst with VBA Development Skills

7 dni temu


Warszawa, Mazovia, Polska Luxoft Pełny etat
Senior Analyst [with VBA Development Skills]

Project Description:

We are looking for an Analyst with VBA Desk skills to join the G10 Rates Risk Technology Team that is developing a real-time risk system. The application serves a wide variety of stakeholders such as Traders, Risk Managers, and Financial Controllers, and its mission is to provide accurate and timely valuations of trades and their sensitivity to market factors. The types of projects undertaken by the team range from architecture decisions, regulatory driven, business process automation, intraday risk, to large-scale risk and valuation impacting changes. This is a challenging and exciting opportunity to work within G10 Rates Risk Technology, cooperating with multiple trading desks, market risk managers, and financial controllers to develop this strategically important platform.

Responsibilities:

  1. 50% of work will be related to VBA development and VBA maintenance. Working closely with Trading Desk/Traders, help with maintaining their VBA Excel spreadsheets and updating them. Investigate issues with VBA code and apply changes requested.
  2. 50% of work will be unrelated to VBA development - mostly around analyzing business requirements and creating business documentation.

Mandatory Skills Description:

  1. Capital Markets experience. Understanding of Derivatives.
  2. 2+ years of VBA development experience.
  3. 2+ years of experience in analysis.
  4. Understanding of Financial Markets.
  5. Strong communication skills, oral and written.

Nice-to-Have Skills Description:

  1. Knowledge of financial derivatives pricing and risk.
  2. Java, Python, C# knowledge.

Seniority level: Mid-Senior level

Employment type: Full-time

Job function: Information Technology

Industries: Information Services

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