Real-Time Quantitative Data Engineer (London)

Referment; Greater London; On-site; GBP 70,000 - 100,000; Full time

Job summary

Referment, a capital-markets technology company, seeks a Quantitative Data Developer for its London office. You will design and maintain data solutions supporting valuation and quantitative datasets across major asset classes, building high-performance pipelines for real-time pricing and risk calculations.

You will collaborate with quantitative developers to optimise data infrastructure, leveraging Python, SQL and C++/Java experience to implement robust, scalable data feeds and analytics.

Qualifications

• 3–5 years developing large-scale Python, writing SQL and building data-intensive products.
• Experience with C++ or Java is a plus.
• Strong grasp of derivatives, market conventions and implementations.
• Proficiency with yield curves, volatility surfaces and intraday data.
• Familiarity with linear algebra, probability and statistics.

Responsibilities

• Design, develop and maintain data solutions for valuation of financial positions.
• Construct quantitative datasets such as curves, volatility cubes and correlation matrices.
• Optimize data pipelines and analytics infrastructure for performance and reliability.
• Build robust systems delivering inputs for pricing and market-risk calculations in real time.

Skills

Python

SQL

data-intensive

C++/Java

numerical methods

Education

MS/PhD in mathematics/physical sciences/engineering

Job description

Referment, a capital-markets technology company, seeks a Quantitative Data Developer for its London office. You will design and maintain data solutions supporting valuation and quantitative datasets across major asset classes, building high-performance pipelines for real-time pricing and risk calculations.

You will collaborate with quantitative developers to optimise data infrastructure, leveraging Python, SQL and C++/Java experience to implement robust, scalable data feeds and analytics.