Real-Time Risk & Pricing Quant Engineer

Ts-Imagine; Greater London; On-site; GBP 90,000 - 130,000; Full time

Benefits offered by this job

Annual bonus

Salary review

Training Budget $1,500

Health, dental, life assurance, and ey

Care vouchers

Job summary

TS Imagine is seeking a Financial Engineer in London to design, develop, and test sophisticated models for pricing positions and assessing market risk across asset classes including equity, credit, FX, fixed income, commodities, and crypto. You will implement high-performance C++ code for large-scale distributed systems and use Python, SQL, and Snowflake to validate model inputs.

The role requires an MS or PhD in a quantitative field, 3–5 years of C++ experience, and familiarity with financial

Qualifications

• MS or PhD in mathematics, physical sciences, or engineering preferred.
• Excellent quantitative and programming skills with 3-5 years’ experience in large-scale C++ development and data intensive products.
• Familiarity with additional programming languages such as Python, Java, and SQL.
• Strong understanding of financial derivatives, market conventions, and their implementation.
• Hands-on experience with financial data structures, such as yield curves (OIS, Libor, cross-currency), inflation curves, volatility surfaces, and interest rate volatility cubes (preferably live or intraday).
• Experience in developing risk management tools such as VaR, Monte Carlo, scenario analysis and P&L is preferred.

Responsibilities

• Design and develop financial models for pricing positions and calculating market risk metrics across asset classes.
• Write modern, high-performance C++ code that is clean, reusable, well-tested, and optimized for large-scale distributed systems.
• Leverage Python, SQL, and Snowflake to analyze, construct, and validate model inputs.
• Document methodologies to support internal and external model validation and compliance processes.

Skills

C++ development

Python programming

SQL

Mathematics / quantitative analysis

Financial derivatives knowledge

Education

MS or PhD in mathematics, physical sciences, or engineering

Tools

Snowflake

Java

Job description

TS Imagine is seeking a Financial Engineer in London to design, develop, and test sophisticated models for pricing positions and assessing market risk across asset classes including equity, credit, FX, fixed income, commodities, and crypto. You will implement high-performance C++ code for large-scale distributed systems and use Python, SQL, and Snowflake to validate model inputs.

The role requires an MS or PhD in a quantitative field, 3–5 years of C++ experience, and familiarity with financial