Quantitative Developer: Real-Time Pricing & Risk (London)

Referment; Greater London; Sur place; GBP 90 000 - 140 000; Plein temps

Résumé du poste

Referment, in collaboration with a capital-markets technology company, seeks a Quantitative Developer in London to own models end to end in a live trading platform.

You will design, develop and test pricing and risk models across asset classes, build inputs such as yield curves and volatility surfaces, and deploy high-performance C++ in large-scale distributed systems while leveraging Python, SQL and Snowflake for analytics and validation.

Qualifications

• Strong numerical grounding in numerical methods, linear algebra, probability theory and statistics.
• 3-5 years of large-scale C++ development and program design with data-intensive products; clean, well-tested code.
• Familiarity with Python, Java and SQL.
• Solid understanding of financial derivatives and market conventions.
• Hands-on experience with financial data structures including yield curves, inflation curves, volatility surfaces and interest-rate volatility cubes.

Responsabilités

• Design, develop and test models that value financial positions and calculate market risk in real time.
• Implement pricing and risk logic across equity, credit, FX, fixed income, commodities, crypto and derivatives.
• Build quantitative inputs such as yield curves, volatility surfaces and correlation matrices.
• Write high-performance C++ for large-scale distributed systems; use Python/SQL/Snowflake for analytics and validation.

Connaissances

Numerical methods

C++ development

Python

Java

SQL

Financial derivatives knowledge

Formation

MS/PhD in mathematics, physical sciences or engineering

Outils

Snowflake

Description du poste

Referment, in collaboration with a capital-markets technology company, seeks a Quantitative Developer in London to own models end to end in a live trading platform.

You will design, develop and test pricing and risk models across asset classes, build inputs such as yield curves and volatility surfaces, and deploy high-performance C++ in large-scale distributed systems while leveraging Python, SQL and Snowflake for analytics and validation.