full-time
Quantitative Developer (6B5C79B)
Referment
- Employer
- Referment
- Location
- London
- Working pattern
- on-site
About the role
Design, develop, test, and document real-time pricing and market-risk models across asset classes, along with the quantitative inputs those models require. Build high-performance C++ components for distributed grid systems and use Python, SQL, and Snowflake to analyze, construct, and validate model inputs. 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, volatility surfaces, and interest-rate volatility cubes is sought; risk-management tools and an advanced degree in a relevant field are desirable.