London-Based Financial Engineer: Real-Time Pricing & Risk

Referment; Greater London; On-site; GBP 85,000 - 120,000; Full time

Job summary

Referment in London is seeking a Financial Engineer to design, develop and test models for real‑time pricing and market risk. The role focuses on pricing logic across equity, credit, FX, and other assets, building scalable C++ services and validating inputs with Python and SQL.

You will work on live data, yield curves, volatility surfaces and risk factors, with productionization of models and documentation for internal and external validation processes. Office‑based, four days a week in London.

Qualifications

• 3–5 years of large‑scale C++ development and data‑intensive product work.
• Fluency with Python, Java and SQL in data analytics and modeling contexts.
• Strong understanding of financial derivatives and market conventions.

Responsibilities

• Design, develop and test models for real‑time pricing and market risk.
• Implement pricing/risk logic across multiple asset classes and jets of data.
• Document methodologies for validation and compliance; productionize models.

Skills

C++

Python

SQL

Derivatives knowledge

Numerical methods

Education

M.S./PhD in mathematics or engineering

Tools

Snowflake

Job description

Referment in London is seeking a Financial Engineer to design, develop and test models for real‑time pricing and market risk. The role focuses on pricing logic across equity, credit, FX, and other assets, building scalable C++ services and validating inputs with Python and SQL.

You will work on live data, yield curves, volatility surfaces and risk factors, with productionization of models and documentation for internal and external validation processes. Office‑based, four days a week in London.