London Quantitative Data Engineer

Referment; Greater London; On-site; GBP 70,000 - 120,000; Full time

Job summary

Referment is partnering with a capital-markets technology company to hire a Quantitative Data Developer for its London office. You will design, develop and maintain data solutions supporting valuation and the creation of quantitative datasets such as curves, volatility cubes, and correlation matrices.

The role involves building robust, real-time data inputs for pricing and market-risk calculations across asset classes.

Qualifications

• 3–5 years of Python development on large-scale data projects in finance.
• Strong SQL experience and data pipeline design.
• Knowledge of financial derivatives and market conventions.
• Familiarity with yield curves, volatility surfaces, and intraday data.
• Background in linear algebra, probability, and statistics.

Responsibilities

• Design and maintain data solutions for valuation and pricing inputs.
• Optimize data pipelines and analytics infrastructure for performance.
• Collaborate with quantitative developers to deliver real-time model inputs.
• Document methodologies for internal and external validation.

Skills

Python

SQL

Numerical methods

Statistics

Probability theory

C++

Java

Derivatives

Yield curves

Risk tools

Education

MS or PhD in mathematics/physical sciences/engineering

Tools

Snowflake

Job description

Referment is partnering with a capital-markets technology company to hire a Quantitative Data Developer for its London office. You will design, develop and maintain data solutions supporting valuation and the creation of quantitative datasets such as curves, volatility cubes, and correlation matrices.

The role involves building robust, real-time data inputs for pricing and market-risk calculations across asset classes.