London Quant Engineer — Real-Time Pricing & Risk (In-Office)

Referment; Greater London; On-site; GBP 90,000 - 120,000; Full time

Job summary

Referment is partnering with a capital-markets technology company to hire a Financial Engineer for its London office. You will design, develop and test models used to value positions and measure real-time market risk across asset classes, translating theory into production code.

You will write high-performance C++ for large-scale distributed systems, and use Python, SQL and Snowflake to validate model inputs and support validation processes.

Qualifications

• 3–5 years of large-scale C++ development and design for data-intensive products.
• Fluency in Python, Java and SQL.
• Strong understanding of financial derivatives and market conventions.
• Hands-on experience with financial data structures (yield curves, volatility surfaces, etc.).
• Familiarity with numerical methods, linear algebra and statistics.

Responsibilities

• Design, develop and test pricing and market-risk models for real-time use.
• Implement pricing, risk logic across assets and derivatives.
• Develop data pipelines and construct model inputs using Python, SQL and Snowflake.
• Document methodologies to support validation and compliance, from design to production.

Skills

C++

Python

Java

SQL

Education

MS/PhD in mathematics, physical sciences or engineering

Tools

Snowflake

Job description

Referment is partnering with a capital-markets technology company to hire a Financial Engineer for its London office. You will design, develop and test models used to value positions and measure real-time market risk across asset classes, translating theory into production code.

You will write high-performance C++ for large-scale distributed systems, and use Python, SQL and Snowflake to validate model inputs and support validation processes.