Excel / VBA developer - Interest Rates Quant Team - Strong Math background

Location: Sydney
Job Type: Permanent
Reference: 286775002
Contact: Priyanka Dayalan
Email: email Priyanka
The Client 

My client is a high-end, large investment bank currently looking for a strong Excel/ VBA developer to join their highly intellectual and dynamic Quant team in Sydney. 

The Interest Rate Quant team is looking to hire a Developer with strong capabilities in VBA or Excel and vast Markets experience specifically with interest rates products such as Bonds, Swaps, Inflation products, Vanilla Options and FX Forwards.

The Role

 This role sits in the Quant Research department of the client company, reporting to the head of Rates Quant Specialists. The primary focus of this role would be to provide front-line development and support for the suite of interest rate applications used globally by trading and sales teams. To be suitable for this role, you must possess in depth and strong understanding of the above mentioned interest rates products and also demonstrate experience in providing robust solutions to a broad group of users in this space.

Technical/Specialist skills/competencies  
  • - 3-5 years’ experience in financial markets, predominantly within the interest rates space
  • - Strong experience delivering and supporting highly complex Excel/VBA applications to front office users
  • - Experience contributing to a proprietary analytics library in C# (desirable not essential)
  • - Strong understanding of modern financial engineering practices such as:
    • o Inflation Curve Construction
    • o Collateral Pricing Considerations
    • o Yield Curve Construction
    • o Volatility Surface and Cube Construction (Caps and Swaptions)
Qualifications Required 

Bachelor’s Degree or above in a numerate discipline: Maths/ Science/ Engineering, etc)

How to Apply
If this position stands out to you as something that is either a perfect or all-most a perfect fit for your experience and skill set,  then hit the apply button on the right!! For a more confidential chat or more information call Priyanka on 02 8047 4013 or please e-mail me on