Quantitative Data Engineer for Financial Risk & Models

Ts-Imagine; Greater London; On-site; GBP 90,000 - 170,000; Full time

Benefits offered by this job

Vacation and Personal days

Annual bonus and salary review

Training Budget $1,500

Health, dental, life assurance, and ey

Salary sacrifice pension scheme

Job summary

TS Imagine in London seeks a Quantitative Data Developer to join the Models and Quantitative Data team. You will design and maintain data solutions supporting pricing models and market risk calculations across asset classes.

You will work with Python and SQL to build scalable data applications, document methodologies, and contribute to real-time risk tools like VaR and greeks. This role is based in-office in London, collaborating with Quant Developers on major initiatives.

Qualifications

• M.S. or PhD in mathematics, physical sciences, or engineering preferred.
• Demonstrated expertise in quantitative and programming skills, with 3–5 years of experience in large-scale Python development and SQL programming.
• Experience with programming languages (C++, Java).
• Understanding of financial derivatives, market conventions and their implementation is a must.
• Proficiency with financial data structures like yield curves, volatility surfaces, and rate cubes.
• Experience in risk tools such as VaR, Monte Carlo, scenario analysis and P&L is preferred.

Responsibilities

• Collaborate with Quant Developers on major projects to optimize data pipelines and analytics infrastructure for maximum performance and reliability.
• Design and develop robust data solutions to efficiently process inputs for pricing models and market risk calculations across asset classes.
• Develop and manage high-performance, scalable data applications and tools using Python, SQL, and Snowflake to analyze large datasets for model input construction.
• Document data methodologies comprehensively to support internal and external validation processes.

Skills

Python

SQL

Education

MS/PhD in mathematics/physical sciences/engineering

Tools

C++

Java

Job description

TS Imagine in London seeks a Quantitative Data Developer to join the Models and Quantitative Data team. You will design and maintain data solutions supporting pricing models and market risk calculations across asset classes.

You will work with Python and SQL to build scalable data applications, document methodologies, and contribute to real-time risk tools like VaR and greeks. This role is based in-office in London, collaborating with Quant Developers on major initiatives.