Quantitative Data Engineer – London In-Office

Referment; Greater London; On-site; GBP 70,000 - 110,000; 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 and maintain data solutions used to price positions and construct quantitative datasets such as curves and volatility matrices across asset classes.

You will work hands-on with Python, SQL and Snowflake, building reliable inputs for pricing and risk calculations in real time, and you will document methodologies for validation purposes.

Qualifications

• 3–5 years developing large-scale Python, writing SQL and building data-intensive products.
• Experience with other languages such as C++ or Java.
• Solid understanding of financial derivatives, market conventions and their implementation.
• Proficiency with financial data structures such as yield curves, volatility surfaces and rate cubes.

Responsibilities

• Design, develop and maintain data solutions for valuation and quantitative datasets (curves, volatility cubes, correlations).
• Optimize data pipelines and analytics infrastructure for performance and reliability.
• Work closely with quantitative developers to deliver robust inputs for pricing and market-risk calculations in real time.

Skills

Python

SQL

C++/Java

Education

MS/PhD in math/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 and maintain data solutions used to price positions and construct quantitative datasets such as curves and volatility matrices across asset classes.

You will work hands-on with Python, SQL and Snowflake, building reliable inputs for pricing and risk calculations in real time, and you will document methodologies for validation purposes.