Real-Time Quant Developer – Pricing & Risk (London)

Referment; Greater London; On-site; GBP 90,000 - 140,000; Full time

Job summary

Referment is hiring a Quantitative Developer for its London office. You will design, develop and test models that value financial positions and calculate market risk in real time.

The role focuses on pricing and risk logic across multiple asset classes, using high-performance C++ for large-scale distributed systems and Python/SQL for data analysis. This hands-on engineering position offers ownership from model design to production, with collaboration alongside other quantitative developers and

Qualifications

• Strong numerical grounding in numerical methods, linear algebra, PDEs, probability and statistics.
• 3-5 years of large-scale C++ development on data-intensive products.
• Familiarity with Python, Java and SQL.
• Understanding of financial derivatives and market conventions.
• Experience with yield curves, volatility surfaces and risk data structures.

Responsibilities

• Design, develop and test models valuing financial positions and real-time market risk.
• Implement pricing and risk logic across equity, credit, FX, fixed income, commodities and derivatives.
• Write high-performance C++ for distributed systems; build model inputs like curves and volatility cubes.
• Document methodologies for internal and external validation and compliance.

Skills

C++ development

Numerical methods

Python

SQL

Financial derivatives

Education

MS/PhD in mathematics or engineering

Tools

Python

SQL

Snowflake

Job description

Referment is hiring a Quantitative Developer for its London office. You will design, develop and test models that value financial positions and calculate market risk in real time.

The role focuses on pricing and risk logic across multiple asset classes, using high-performance C++ for large-scale distributed systems and Python/SQL for data analysis. This hands-on engineering position offers ownership from model design to production, with collaboration alongside other quantitative developers and