Quantitative Skills That Would Get You A Quant Job

Computer Skills
C++, C#, Java, R, MATLAB, SQL, Perl, JavaScript
Mathematical Knowledge
Statistical regressions, quadratic/linear programming, probability theory, matrix algebra, Black-Scholes option pricing math, risk-neutral valuation, random walks/Brownian motion, interest rate/yield curve math, modern portfolio theory, Monte Carlo simulation, big-O algorithm analysis, Bayesian statistics, stochastic calculus, high-dimensional space, pattern classification/machine learning (linear discriminant functions, neural networks)
If you get [...]

Do quants need VBA skills?

The short answer – VBA skills are not required but may help you in your career.
Overall, quants are required to have multiple set of skills and technologies. The main function of a quant in the business is to develop and maintain financial models, do quantitative analysis. If you are working in a large organization in [...]