Excel Developer - Financial Analytics Job Details

The Excel Developer – Financial Analytics is responsible for developing Excel based user interfaces to the Numerix financial analytics library. The Numerix CrossAsset financial analytics library includes functions to build derivative models, structure new trade types, and evaluate the Mark-to-Market and Risk associated with those trades. The Numerix CrossAsset Excel product builds on top of the underlying function library and provides end user tools to book and risk manage complex derivatives.

The Excel Developer - Financial Analytics will perform the following duties associated with building new features and supporting/enhancing existing features in the Numerix CrossAsset Excel product.

·       Speak to Clients/Prospects for gathering requirements from users

·       Develop User Interfaces in Excel for complex financial modeling and risk management

·       Develop tools in Excel for structuring over the counter derivatives, running Mark to Market and Risk reports

·       Develop aggregation algorithms and tools for consolidating risk across multiple trades

·       Work with the support group to address any issues identified by clients or internal users of the product

·       Work with Sales and Marketing on product feature development and prioritization, project feasibility analyses, etc.

·       Demonstrate Numerix CrossAsset Excel to Clients/Prospects and provide product training to them from time to time

Education:

·       University degree in Computer Science/Engineering or equivalent programming experience

·       Masters in Financial Engineering or equivalent business experience in derivatives

Tools/Languages

·       Microsoft Excel 2003, 2007

·       Excel VBA , Visual Basic 7.0, VB.Net

·       Microsoft .NET C#, VSTO a plus

·       Strong Microsoft Office skills

·       Knowledge of Reuters and/or Bloomberg market data APIs

·       Familiarity with another pricing/analytics library such as Fincad, QuantLib a major plus

·       Familiarity with C++/C#/Java a plus

Competencies and Skills:

·       Excellent, hands-on Excel/VBA

·       Ability to build Excel applications with high-quality user interfaces, including Graphs, Tables, PivotTables, etc.

·       Knowledge of derivatives instruments across different asset classes (Rates, FX, Credit, Equity, Commodities, etc) and their payoffs

·       Knowledge of derivative models across different asset classes (Rates, FX, Credit, Equity, Commodities, etc)

·       Solid understanding of various derivative market conventions in different asset classes (Rates, FX, Credit, Equity, Commodities, etc)

·       Experience with using or developing a pricing/analytics library is a major plus.

·       Excellent communication skills in order to work with clients and internal groups for product development and support

Work Experience:

·       Minimum three (3) years industry experience in the Financial industry including in Excel Development, ideally in a financial or analytics environment

·       Experience developing user interfaces in Excel/VBA and preferably Excel/VSTO

·       Experience developing derivative pricing and trading tools, Business Analysis experience highly desirable

·       Experience working with pricing/analytics, specifically for Mark to Market calculations or Risk analytics is highly desirable