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

GIOS Technology, City of Westminster

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

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GIOS Technology, City of Westminster

  • Full time
  • Temporary
  • Onsite working

Posted today, 13 Oct | Get your application in now to be one of the first to apply.

Closing date: Closing date not specified

Job ref: 2226ec477560411c981e472816b95247

Location ref: City of Westminster

Full Job Description

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



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

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

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

  4. 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.

  5. 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.

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


Key Skills: Excel VBA/Visual Studio/Quantitative Analytics (Quant Dev) - (Derivatives & Pricing/Front Office/trading desk)



  • Location: London, UK

  • Industry: IT, Finance

  • Duration: Initially till MAY 2027 - with Possible Extension

  • Start Date: 02-NOV-2026

  • Rate: 400 - 405 (Inside IR35) - Umbrella

  • Employment Business: GIOS Technology Limited

  • Contact: Kamal Chinnasami

  • Email Contact: This Employment Business

  • Reference: JS EXCEL VBA / VISUAL STUDIO / QUANTITATIVE ANALYTICS (QUANT DEV) - (DERIVATIVES / FRONT OFFICE

  • Posted Date: 10/9/2026 7:53:19 AM

  • Permalink: http://www.careerboard.com/hDg77


#s1-Gen

1. Strong Excel VBA programming skills (~20-30% of the role) for macro development, custom function building, workflow automation, and maintaining existing codebase.
2. Proven experience integrating Excel with third-party quantitative pricing engines, bespoke C++/C# pricing libraries, custom Excel Add-ins, and live market data feeds.
3. Hands-on experience with modern software engineering practices using Visual Studio Code and source control systems (GitLab/Git) for versioning spreadsheet solutions.
4. 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.
5. 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.
6. Migration of Legacy trading and valuation models into high-performance Excel 365 solutions, optimization of risk frameworks, and delivery of production-grade reporting tools.

Key Skills: Excel VBA/Visual Studio/Quantitative Analytics (Quant Dev) - (Derivatives & Pricing/Front Office/trading desk)

Direct job link

https://www.jobs24.co.uk/job/excel-vba-quantitative-analytics-quant-dev-derivatives-127577602