Excel VBA - Quantitative Analytics; Quant Dev Derivatives & Pricing/Front Office

Job in City of Westminster, Central London, Greater London, England, UK

Listing for: GIOS Technology Limited

Part Time position
Listed on 2026-10-15

Job specializations:

Finance & Banking
Data Scientist

Salary/Wage Range or Industry Benchmark: 101000 - 166000 GBP Yearly GBP 101000.00 166000.00 YEAR

Excel VBA - Quantitative Analytics (Quant Dev) - (Derivatives & Pricing/Front Office)

London - 400 - 405 (Inside IR35) - Umbrella Contract Posted by: GIOS Technology Limited

Posted:
Friday, 9 October 2026

We are hiring for Excel VBA - Quantitative Analytics (Quant Dev) - (Derivatives & Pricing/Front Office/trading desk)

Location:

Hybrid 2-3 Days Per week in London Office

Strong Excel VBA programming skills (~20-30% of the role) for macro development, custom function building, workflow automation, and maintaining existing codebase.

Proven experience integrating Excel with third-party quantitative pricing engines, bespoke C++/C# pricing libraries, custom Excel Add-ins, and live market data feeds.

Hands-on experience with modern software engineering practices using Visual Studio Code and source control systems (Git Lab/Git) for versioning spreadsheet solutions.

Domain knowledge of Equity Derivatives, Options, and Structured Products, including pricing methodologies, Greeks ($/Delta, /Theta, /Gamma$), volatility surfaces, rate/FX dynamics, and scenario/stress testing.

Proven track record collaborating directly with Front Office bankers, traders, quantitative analysts, and risk management teams to translate complex requirements into low-latency, scalable analytical tools.

Migration of Legacy trading and valuation models into high-performance Excel 365 solutions, optimization of risk frameworks, and delivery of production-grade reporting tools.

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Excel VBA - Quantitative Analytics; Quant Dev Derivatives & Pricing​/Front Office

Excel VBA - Quantitative Analytics; Quant Dev Derivatives & Pricing/Front Office