full-time
Quantitative Data Developer (91B96FC)
Referment
- Employer
- Referment
- Location
- London
- Working pattern
- on-site
About the role
Develop and maintain data solutions and quantitative datasets that support financial-position valuation and real-time pricing and market-risk calculations across asset classes. Optimize data pipelines and analytics infrastructure, quality-check large financial datasets, and document data methodologies for internal and external validation. Candidates should have a quantitative and programming background, including 3–5 years of experience developing large-scale Python applications, writing SQL, and working on data-intensive products; experience with C++ or Java is also relevant. They should understand financial derivatives, market conventions, financial data structures, and quantitative methods; risk-management tools and an advanced degree in a quantitative field are desirable.