What skills are considered to be "advanced Excel Skills" for finance type jobs?

I observe the phrase "advanced Excel Skills" very frequently while browsing job search sites, etc. I know how to use the statistical packages, financial packages, etc. When an employer is looking for someone with "advanced Excel Skills", what does that company desire?

I am work in structured finance in New York. By advanced they mean being able to write macros, functions to handle database and/or data feeds, like bloomberg.

Pick up a good book on Excel VBA.

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