Quantitative Data Developer (2BCC5F3)

Referment; Greater London; On-site; GBP 70,000 - 100,000; Full time

Job summary

Referment, a capital-markets technology company, seeks a Quantitative Data Developer for its London office. You will design and maintain data solutions supporting valuation and quantitative datasets across major asset classes, building high-performance pipelines for real-time pricing and risk calculations.

You will collaborate with quantitative developers to optimise data infrastructure, leveraging Python, SQL and C++/Java experience to implement robust, scalable data feeds and analytics.

Qualifications

• 3–5 years developing large-scale Python, writing SQL and building data-intensive products.
• Experience with C++ or Java is a plus.
• Strong grasp of derivatives, market conventions and implementations.
• Proficiency with yield curves, volatility surfaces and intraday data.
• Familiarity with linear algebra, probability and statistics.

Responsibilities

• Design, develop and maintain data solutions for valuation of financial positions.
• Construct quantitative datasets such as curves, volatility cubes and correlation matrices.
• Optimize data pipelines and analytics infrastructure for performance and reliability.
• Build robust systems delivering inputs for pricing and market-risk calculations in real time.

Skills

Python

SQL

data-intensive

C++/Java

numerical methods

Education

MS/PhD in mathematics/physical sciences/engineering

Job description

Referment is working with a capital-markets technology company whose software helps banks, hedge funds and asset managers trade, manage portfolios and measure risk in real time. Its Models and Quantitative Data team builds the data that underpins pricing models and market-risk calculations inside a live trading platform across every major asset class. The team is hiring a Quantitative Data Developer for its London office.

The Role

You will discover, design, develop and maintain the data solutions that support the valuation of financial positions and the construction of quantitative datasets such as curves, volatility cubes and correlation matrices. Working closely with quantitative developers, you'll optimise data pipelines and analytics infrastructure for performance and reliability, and build robust systems that deliver inputs for pricing and market-risk calculations in real time across equity, credit, FX, fixed income, commodities, crypto and their derivatives.

What We’re Looking For

• A quantitative and programming background with 3-5 years developing large-scale Python, writing SQL and working on data-intensive products.
• Experience with other languages such as C++ or Java.
• A solid understanding of financial derivatives, market conventions and their implementation.
• Proficiency with financial data structures such as yield curves (OIS, Libor, cross-currency), inflation curves, volatility surfaces and interest rate volatility cubes, ideally with live or intraday data.
• Comfort with numerical methods, linear algebra, probability theory and statistics.

Desirable

• Experience developing risk management tools such as VaR, Monte Carlo, scenario analysis and P&L.
• An M.S. or PhD in mathematics, physical sciences or engineering.

This could suit a data engineer, quantitative data specialist or quantitative developer from a bank, hedge fund or software vendor who enjoys turning large financial datasets into trusted model inputs. The role is based in London and is in-office; remote work is not available.

#Referment