Quantitative Engineer – Real-Time Pricing & Risk (London)

Referment; Greater London; On-site; GBP 90,000 - 125,000; Full time

Job summary

Referment is hiring a Financial Engineer in London to design, develop and test models used to value financial positions and measure real-time market risk. You will implement pricing and risk logic across equities, credit, FX, fixed income, commodities and derivatives.

Expect high-performance C++ on a distributed grid, with Python, SQL and Snowflake for data analysis and validation. The role is based in London, in-office four days per week, with no remote work.

Qualifications

• Design and implement pricing and risk models in real time.
• Work with yield curves, volatility surfaces and other inputs.
• Develop high-performance C++ for distributed systems.

Responsibilities

• Design, develop and test models used to value financial positions and calculate market risk in real time.
• Implement pricing and risk logic across multiple asset classes and derivatives.
• Write modern C++ and use Python/SQL to analyse and validate inputs.
• Document methodologies to support validation and compliance processes.

Skills

C++ development

Data-intensive

Quantitative modeling

Financial derivatives knowledge

Python

SQL

Java

Education

MS or PhD in a relevant field

Tools

Python

SQL

Git

Job description

Referment is hiring a Financial Engineer in London to design, develop and test models used to value financial positions and measure real-time market risk. You will implement pricing and risk logic across equities, credit, FX, fixed income, commodities and derivatives.

Expect high-performance C++ on a distributed grid, with Python, SQL and Snowflake for data analysis and validation. The role is based in London, in-office four days per week, with no remote work.