Quantitative Data Developer: Real-Time Finance Pipelines

Referment; Greater London; Presencial; GBP 70 000 - 110 000; Tempo integral

Resumo da oferta

Referment is hiring a Quantitative Data Developer for its London office to build data inputs for pricing and market-risk models. You will work on curves, volatility surfaces and data pipelines, using Python, SQL and Snowflake to prepare large financial datasets for real-time valuation across asset classes.

You will collaborate with quantitative developers to ensure robust analytics infrastructure, document methodologies, and deliver reliable datasets for internal validation and live trading

Qualificações

• 3–5 years developing large-scale Python applications.
• Experience with SQL data pipelines.
• Experience with Snowflake or cloud data platforms.
• Understanding of derivatives and market conventions.

Responsabilidades

• Design, develop and maintain data solutions for valuation and datasets.
• Optimize data pipelines and analytics infrastructure for real-time pricing.
• Collaborate with quantitative developers and document methodologies.

Conhecimentos

Python

SQL

Financial data concepts

Numerical methods

Statistics

Formação académica

MS/PhD in mathematics, physical sciences or engineering

Ferramentas

Snowflake

C++

Java

Descrição da oferta de emprego

Referment is hiring a Quantitative Data Developer for its London office to build data inputs for pricing and market-risk models. You will work on curves, volatility surfaces and data pipelines, using Python, SQL and Snowflake to prepare large financial datasets for real-time valuation across asset classes.

You will collaborate with quantitative developers to ensure robust analytics infrastructure, document methodologies, and deliver reliable datasets for internal validation and live trading