Freelance Technical Excel VBA Risk Developer London, Greater London, UK
Experienced technical risk professional and Excel VBA developer
|Hourly Rate / Cost:||£64.71 per hour (ex. VAT)|
|Daily Rate / Cost:||£517.65 per day (ex. VAT)|
: Offers a discounted hourly rate to registered charities
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CV (Curriculum Vitae) / Résumé
Technical Risk Excel VBA developer, holding two maths degrees, both from Imperial College, BSc (Hons) and MSc as well as the Investment Management Certificate.
Specialist on quantifying and mitigating Market and Operational Risk. Possess strong problem solving and IT skills, in particular building financial and statistical models, designing complex spreadsheets and graphical user interfaces.
Industry experience include Investment Banking, Asset Management and Insurance.
IMC (Investment Management Certificate)
Maths BSc (Hons) and Associateship Of The Royal College Of Science
Maths MSc and Diploma Of Imperial College
Excel VBA Risk developer
Credit Suisse – Developer
Provided tailored solutions and customisations for traders via Excel VBA and bespoke macro language M4. Created new risk metrics, tested in-house solutions and maintained professional working relationship with traders, taking full ownership of development and bug fixing.
Project manager for deferred FSA regulation assignment, liaised with IT and Risk departments. Stress tested functionality of trading books, produced ad-hoc analyses and update reports. Supervised overseas QA teams (US and APAC) and acted as first point of contact, from start to finish. Assignment successfully delivered on time and to FSA required standard.
Contributed to software development methodology enhancements. Built GUI tool to monitor the daily running of risk definition reports, linking the front end of Excel interface to server database via ADO and SQL stored procedures.
Created web query application for QA team, to enable easy comparison of information on SharePoint with internal database. Monthly tested outputs provided by the quant team’s major software releases for accuracy and efficiency. Assisted technology management to establish project scope, define priorities and timeframes and provided 2nd level support.
BNP Investment Partners (formerly ABN AMRO / Fortis Investments) – Risk Manager
Monitored risk tolerances and breaches of the London Portfolios, comprising equity, fixed income and commodities. Conducted portfolio rebalancing exercises, reported risk positions and challenged Portfolio Managers and Quants on size of positions taken and market timing.
Developed analytical risk management and statistical forecasting tools, linking Excel VBA Array programming with Bloomberg, for the front office TAA (Tactical Asset Allocation) team, conducted Monte Carlo Simulation, VaR analysis and stress testing.
Performed quant model validation and maintained existing proprietary risk management / portfolio construction system. Responsible for explaining mathematical / risk measurement concepts and bespoke terminology to IT contractors for the creation of a new proprietary risk management / portfolio construction system to accommodate the aggregated portfolios of ABN AMRO / Fortis, following the merger.
Compiled daily reports of overnight trading activities and resulting positions in preparation for active trading, identified anomalies and maintained high data quality. Contributed to client presentations by writing ad-hoc simulation programs and conducted what-if analysis on portfolio construction.
Thomas Miller & Co. – Risk Analyst
Created and managed a suite of KPI reports (Key Performance Indicators). Project involved formulation of risk measures, creating spreadsheet templates, writing programs and liaising with external consultants through to advising and checking of the finished product. Upon completion, wrote add-in tool for the marketing department to extract specific data for publication.
Automated the production of monthly management reports showing status of business and end of year forecast projections using Excel VBA. Wrote user-defined functions, designed userforms, message and input boxes as well as ActiveX controls (combo boxes and scrollbars). Designed dynamic charts in Excel for trend spotting in monthly financial profitability reports. Used specific built in Excel functions including lookups, nested ifs, advanced filters and pivot-tables for ad-hoc calculations.
Conducted independent research into the accuracy and speed of estimating claims for IBNR actuarial reviews. Constructed open claims statistical forecast model for reserving and pricing of business. Built analytical visual engine, correlating loss ratio v incurred claims. Analysed specific company accounts and conducted competitor market share forecasting using ProClarity. Assumed pivotal role in providing explanation and solutions for both IT and other non-technical business departments, presented calculated estimates to senior management.
Categories & Freelance Skills
- Bloomberg (Software Experience - Data/Price Distribution)
- Data/Price Distribution (Software Experience)
- Fund Management (Banking - Risk)
- Fund Management (Banking)
- General Insurance (Insurance)
- Interest Rate (Banking - Risk)
- Investment (Financial Services)
- Long / Short (Banking - Fund Management)
- Market Analysis (Banking - Risk)
- Market Control (Banking - Risk)
- Market Reporting (Banking - Risk)
- Performance Measurement (Banking)
- Portfolio Management (Financial Services)
- Risk (Banking)