Real-Time Quantitative Developer: Pricing & Risk (London)

Referment; Greater London; On-site; GBP 90,000 - 150,000; Full time

Job summary

Referment in London is hiring a Quantitative Developer to design, develop and test models valuing financial positions and calculating market risk in real time. You will implement pricing logic across equity, credit, FX, and other asset classes, building inputs like yield curves and volatility cubes.

The role combines hands-on engineering with production ownership on large-scale, grid-based systems. You will work with Python, SQL and Snowflake for data analysis and validation, and document

Qualifications

• 3-5 years of large-scale C++ development and program design.
• Experience with data-intensive products and clean, well-tested, reusable code.
• Familiarity with Python, Java and SQL.
• Strong understanding of financial derivatives and market conventions and how they are implemented.
• Experience with yield curves, volatility surfaces, and related data structures.

Responsibilities

• Design, develop and test models that value financial positions and calculate market risk in real time.
• Implement pricing and risk logic across asset classes and build quantitative inputs (yield curves, volatility surfaces, cubes, correlations).
• Write high-performance C++ for distributed systems; use Python/SQL/Snowflake for analysis and validation.
• Document methodologies for internal/external validation and compliance.

Skills

Numerical methods

Linear algebra

Partial differential equations

Probability theory

Statistics

Large-scale C++ development

Data-intensive products

Clean, well-tested code

Python and SQL

Education

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

Tools

C++

Python

SQL

Snowflake

Job description

Referment in London is hiring a Quantitative Developer to design, develop and test models valuing financial positions and calculating market risk in real time. You will implement pricing logic across equity, credit, FX, and other asset classes, building inputs like yield curves and volatility cubes.

The role combines hands-on engineering with production ownership on large-scale, grid-based systems. You will work with Python, SQL and Snowflake for data analysis and validation, and document