Python / VB Script Developer (Closed)

SkillStorm is seeking a Python / VB Script Developer for our client in New York, NY. Candidates must be able to work on SkillStorm's W2; not a C2C position. EOE, including disability/vets.

Job Description:

• The Americas Linear Rates Risk team is looking for an experienced Front Office rapid application developer to join the team as a Contractor – Application Programmer to develop and maintain Pricing, Marking and Risk tools for Front Office (trading). The candidate must have demonstrated experience building and maintaining Excel-VBA based trading tools, well versed in applied analytics, knowledgeable on Fixed Income products and their valuation techniques and adept at building highly performant tactical tools for trading desks. The ideal candidate will also have working knowledge of Python and messaging systems like AMPS.

Responsibilities:

• Design, develop and maintain tools on Excel/VBA for trading desks and Quants
• Work iteratively with trading desks and quants following a RAD model to deliver functionality to the business
• Deep understanding of Excel versions (32bit/64bit), its interaction with Windows Server OS and optimization techniques
• Work on implementing business logic for pricing, curve marking and risk calculators needed for the AMRS Linear Rates business and supporting partners
• Setup Python jobs for data generation and work with Support partners to ensure adequate monitoring is in place
• Ensure that application changes are scalable, performant and pre-release procedures are followed
• Liaise closely with partners in Trading, QSG and Risk Technology etc.
• Take ownership of project deliverables and ensure dev tasks are tracked per required standards on Jira - Perform code reviews and feedback on implementation
• Collaborate with QA teams and Support to ensure testing frameworks and support tools cover all important aspects of the applications

Primary Skill:

• VBScripting

Secondary Skill:

• Python

Required Skills:

• Excellent programming skills with 8+ years of development experience on Excel-VBA with at least 4+ years of Python experience 
• Must have 5+ years’ experience building trading tools and application on Excel in a large financial firm
• Must have experience with Windows Server, Citrix and various version of Excel and Excel addins
• Understanding of Fixed Income products, valuation techniques, risk characteristics and trading workflows
• Experience using and applying analytic libraries on trade and market data to generate valuation
• Demonstrated experience in working on business facing projects related to trading systems and/or market risk
• Must be able to work directly with users on the trading desk and quantitative groups and iteratively deliver tools and applications
• Proactive attitude and strong troubleshooting skills a must

Desired Skills:

• Bachelor's degree in Engineering/Computer Science or related STEM field (Master’s preferred)

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