Real-Time Quant Developer – London (In-Office)

Referment; Greater London; On-site; GBP 110,000 - 160,000; Full time

Job summary

Referment, a capital-markets technology company, is hiring a Quantitative Developer in London to design, develop and test models that value financial positions and calculate market risk in real time. You will implement pricing and risk logic across equities, credit, FX, fixed income, commodities and derivatives, building inputs like yield curves and volatility surfaces.

Proficiency in modern C++ and Python, SQL and Snowflake is expected.

Qualifications

• Strong numerical grounding in numerical methods, linear algebra, probability theory and statistics.
• 3–5 years of large-scale C++ development and production-quality code.
• Experience with Python/SQL/Java.
• Understanding of financial derivatives and market conventions.

Responsibilities

• Design, develop and test models that value financial positions and calculate market risk in real time.
• Implement pricing and risk logic across multiple asset classes and model inputs.
• Deliver production-ready C++ for distributed systems and document methodologies for validation.
• Collaborate with other quantitative developers and data specialists.

Skills

Numerical methods

Linear algebra

Probability theory

C++ development

Python/SQL/Java

Financial derivatives knowledge

Education

MS or PhD in Mathematics / Physical Sciences / Engineering

Job description

Referment, a capital-markets technology company, is hiring a Quantitative Developer in London to design, develop and test models that value financial positions and calculate market risk in real time. You will implement pricing and risk logic across equities, credit, FX, fixed income, commodities and derivatives, building inputs like yield curves and volatility surfaces.

Proficiency in modern C++ and Python, SQL and Snowflake is expected.