Real-Time Risk & Pricing Engineer — London (In-Office)

Referment; Greater London; In loco; GBP 70.000 - 110.000; Tempo pieno

Descrizione del lavoro

Referment is working with a capital-markets technology company in London seeking a Financial Engineer to design, develop and test models used to value positions and measure real-time market risk. The role focuses on pricing and risk across equities, rates, credit, FX, commodities and derivatives.

You will write modern C++ for large-scale distributed systems, and use Python, SQL and Snowflake to analyse inputs. Remote work is not available; office four days a week.

Competenze

• Strong quantitative and programming skills with 3–5 years in large-scale C++ development.
• Fluency in Python, Java and SQL.
• Solid understanding of financial derivatives and market conventions.

Mansioni

• Design, develop and test models to value positions and compute market risk in real time.
• Implement pricing and risk logic across multiple asset classes for live systems.
• Use C++ for high-performance distributed systems and Python/SQL for data analysis.
• Document methodologies for validation and compliance; take models from design to production.

Conoscenze

C++ development

Python

SQL

Java

Numerical methods

Formazione

MS/PhD in mathematics, physical sciences or engineering

Descrizione del lavoro

Referment is working with a capital-markets technology company in London seeking a Financial Engineer to design, develop and test models used to value positions and measure real-time market risk. The role focuses on pricing and risk across equities, rates, credit, FX, commodities and derivatives.

You will write modern C++ for large-scale distributed systems, and use Python, SQL and Snowflake to analyse inputs. Remote work is not available; office four days a week.