full-time
Quantitative Data Developer (67A1539)
Referment
- Employer
- Referment
- Location
- London
- Working pattern
- on-site
About the role
Develop and maintain reliable, high-performance data solutions and pipelines that produce quantitative datasets for pricing and real-time market-risk calculations across asset classes. Analyze, transform, quality-check, and document large financial datasets so they can be trusted as model inputs and support 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 derivatives, market conventions, financial data structures, and quantitative methods; risk-management tool development and a master's or PhD in a relevant field are desirable.