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 compute real-time market risk across multiple asset classes.

You will implement pricing and risk logic in large-scale C++ systems, using Python, SQL and Snowflake for data analysis and validation. The role involves ownership from model design through production, collaborates with other quantitative developers and data specialists, and requires a strong

Qualifications

• Strong numerical grounding in numerical methods, linear algebra, PDEs, probability and statistics.
• 3-5 years of large-scale C++ development with data-intensive products.
• Familiarity with Python, Java and SQL.
• Strong understanding of financial derivatives and how they are implemented.
• Hands-on experience with yield curves, volatility surfaces and related data structures.

Responsibilities

• Design, develop and test models that value financial positions and compute market risk in real time.
• Implement pricing and risk logic across asset classes in a live platform.
• Write high-performance C++ for distributed systems and document methodologies for validation.

Skills

C++ development

Numerical methods

Python

SQL

Java

Derivatives knowledge

Yield curves data

Education

M.S. or PhD in mathematics/physical sciences/engineering

Tools

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 compute real-time market risk across multiple asset classes.

You will implement pricing and risk logic in large-scale C++ systems, using Python, SQL and Snowflake for data analysis and validation. The role involves ownership from model design through production, collaborates with other quantitative developers and data specialists, and requires a strong