full-time
Quantitative Developer (2A0B6B5)
Referment
- Employer
- Referment
- Location
- London
- Working pattern
- on-site
About the role
Design, develop, and test real-time pricing and market-risk models across major asset classes, along with the market data inputs those models require. Build high-performance C++ systems and use Python, SQL, and Snowflake to analyze and validate inputs, while documenting methodologies for validation and compliance. Candidates should have 3–5 years of large-scale C++ development experience, strong numerical and statistical foundations, and a solid understanding of financial derivatives and market conventions. Experience with financial data structures such as yield curves and volatility surfaces is sought; risk-management tools and a postgraduate degree in a relevant field are desirable.