Beschreibung
Development and maintenance of Excel-based tools and Automation of simple processes by scripts
or software applications.
Brief description of the range of tasks:
- Development and maintenance of Excel-based trading and sales tools in use on the trading floor.
- Preparation of scripts and software application for the automation processes
- Maintenance and development of the necessary interfaces to market data and Front End systems
- Manufacture of product or portfolio reports based on the above-mentioned tools
Required Experience and Skills:
- Very good knowledge of Excel and VBA
- Experience with Blomberg and the Bloomberg API
- Experience in quantitative software development using C ++, Python and Java
- Sound mathematical training. Experience with mathematical software such as R and mathematical software libraries.
- Knowledge of the valuation of derivatives, including the necessary market data (yield curves, volatility surfaces, etc.)
- Work experience with equities or FX trader