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 the quantitative position – quantitative skills is all you need, all the rest will provided by the IT departments. The situation is totally different if you are working in smaller offices. You would need a much more diverse set of skills and VBA probably would be one of them.