Quantitative Data Engineer - Real-Time Finance (London)

Referment; Greater London; On-site; GBP 70,000 - 110,000; Full time

Job summary

Referment in London is seeking a Quantitative Data Developer to design, build and maintain data solutions that underlie valuation and the construction of quantitative datasets such as curves, volatility surfaces and correlation matrices.

You will work hands-on with Python, SQL and Snowflake to optimise data pipelines for real-time pricing and risk calculations across asset classes, and document methodologies for internal and external validation.

Qualifications

• 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.

Responsibilities

• Discover, design, develop and maintain data solutions that support valuation of financial positions and construction of quantitative datasets such as curves, volatility cubes and correlation matrices.
• Optimize data pipelines and analytics infrastructure for performance and reliability.
• Build robust systems that deliver inputs for pricing and market-risk calculations in real time across asset classes.
• Work closely with quantitative developers, analysing, transforming and quality-checking large-scale financial datasets.
• Document data methodologies clearly enough to support internal and external validation.

Skills

Python

SQL

C++

Java

Financial derivatives knowledge

Education

MS/PhD in mathematics / physical sciences / engineering

Tools

Snowflake

Job description

Referment in London is seeking a Quantitative Data Developer to design, build and maintain data solutions that underlie valuation and the construction of quantitative datasets such as curves, volatility surfaces and correlation matrices.

You will work hands-on with Python, SQL and Snowflake to optimise data pipelines for real-time pricing and risk calculations across asset classes, and document methodologies for internal and external validation.