Senior Excel/VBA macros and Python Developer - job id 33692


Your Way To Work™

Senior Excel/VBA macros and Python Developer

$160,000 F/T Employee

World Financial Center



How to Apply

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Jason Vu


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(646) 876-9536


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(212) 616-4800 ext-290




A Full-time position at a major U.S. financial institution.

Pay Options: F/T Employee.

Contact Jason Vu. call (646)876-9536 / (212)616-4800 ext.290 or email jason@sans.com with the Job Code JV33692 or Click the Apply Now button ().

Location: Downtown, NYC West.

Skills required for the position: PYTHON, EXCEL, VBA, INTEREST RATE DERIVATIVES.


Detailed Info:


Seeking developer with very strong VBA Macros for Excel work and mid-level to senior Python expereince.


Role will include development for the global risk platform, product pricing, feeds to downstream systems, and implementing new strategic solutions.


The role will provide exposure to complex IR products through use of quantitative analytics libraries and interactions with quant/strat group.


The work will involve development in Python. Implementation of pricing, risk and trading system solutions for Trading Desk (primary focus).


Leverage strategic technologies for next generation pricing and risk management system based solutions. Capture, analyse & document business requirements from our business partners. Work very closely with the Trading Desk, Quants, and Technology groups to extend the analytics to meet ongoing business needs


Development/Computing Environment:


Strong Python skills.

Strong Excel Skills. Experience writing vba macros and troubleshooting macros written by other individuals.

Ability to follow excel formulas through dependent cells and ultimately through macros as well when they reference macro functions.

Experience supporting and interacting with traders.

Rates business knowledge (risk, pricing, yield curve and inflation curve construction etc...) Experience of Interest Rate Derivatives and bond trading systems.


Excellent communication skills, and good attention to details. Ability to work on large scale IT projects with interaction with numerous teams and clients. Advantageous Skills: Experience working with the Front Office is a plus.

The position offers competitive compensation package.


Job Id: 33692