Durlston Partners

Examples: C# Data Science Java developer C++

Quant Excel Developer

Quantitative Developer, Software Engineering
Up to £125,000
London
QUANT EXCEL DEVELOPER – HEDGE FUND – UP TO £125K + BONUS – LONDON
Durlston Partners are working with a successful hedge fund who are growing out their infrastructure team to support with the expansion into new asset classes.
The ideal candidate will have experience in Python, Excel and VBA with a strong mathematical background. A good understanding of XLL analytics and how those are applied to bootstrap curves and price financial derivatives will also be beneficial.
Responsibilities
  • Understanding the functionalities of multiple existing Excel-based financial applications used to support our company’s financial businesses.
  • Familiarity with our in-house XLL analytics library and its application in bootstrapping curves and pricing financial derivatives in the above applications.
  • Updating Excel formulas and VBA code in line with market changes and business objectives.
  • Creating new applications based on requirements and direction.
  • Investigating, diagnosing, and resolving reported and suspected errors in application function or output data.
  • Promoting best practices within the team and ensuring consistently error-free code delivery.
Required
  • Experience in the financial industry.
  • 5 years of commercial software development experience using Excel and VBA.
  • Proficiency in SQL and some knowledge of BI tools.
  • Familiarity with Python development.
  • Proficiency in Excel/VBA event handling and utilizing Excel as a real-time dynamic data environment.
  • A graduate-level or equivalent qualification in a mathematics-based subject (e.g., science, engineering, math, statistics) or significant relevant experience applying mathematical knowledge in the workplace.
Desired
  • Prior experience in the financial sector is preferred.
  • Agile/DevOps/methodology
  • C# language skills.
SPECIAL CIRCUMSTANCES:
  • Working hours: 9-hour shifts between core business hours (0800 – 1800).
  • Some weekend and on-call work may be necessary.
  • Occasional overseas travel required.
  • *12month FTC, converting to perm at the end
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