Equity Derivatives Desk Strat (VP)

  • To £140k base, plus Front Office Bonus plus Benefits
  • London, England, United Kingdom
  • Permanent, Full time
  • Millar Associates
  • 16 Apr 19

This top investment bank seeks a front office Strat to develop tools for pricing, calibration, market analysis, back testing, booking and workflow automation as part of a global Strat team within the Equity Derivatives trading business. These tools support the full spectrum of flow to exotic equity derivatives products so knowledge of derivatives pricing, business workflows (quoting, structuring, booking, risk, lifecycle, documentation) is required. You should be an expert-level Python and Excel/VBA developer; experienced in utilising in-house developed analytical libraries and other API’s to provide solutions to Trading, and champion best practices in terms of software development life cycle processes.

Python, VBA, Equity Derivatives, Global Markets, Front Office


  • Expert-level Python skills
  • Expert-level VBA for Excel
  • Front-office development background (3 – 4 years minimum)
  • RAD / Excel development (3 – 4 years minimum)
  • Technical team lead experience preferred
  • Derivatives product knowledge and applications. (Exotic equity derivatives are preferable, but candidates with experience in other derivatives product areas would be considered.)
  • In-depth practical knowledge of derivatives valuation and its implementation by use of analytical libraries


  • Programming experience in Java, C#, .NET, HTML5 desirable (not essential)
  • Experience with web service technologies, XML, SOAP, XSLT
  • SQL, Relational and in memory databases: Sybase, Oracle, MongoDB, KDB
  • Ability to work effectively and accurately in a high-pressured trading floor environment with demanding clients
  • A professional manner with the ability to communicate well with traders, middle office and other IT developers
  • Hands-on business and systems knowledge gained in a front-office trading floor environment
  • BSc/MSc in Finance, Maths, Physics, Comp Sci, Econometrics, Stats or Engineering