full-time
Quantitative Developer (B6B5C79)
Referment
- Employer
- Referment
- Location
- London
- Working pattern
- on-site
About the role
Design, develop, test, and implement real-time pricing and market-risk models across asset classes, along with the quantitative inputs those models require. Build high-performance C++ systems, analyze and validate model inputs using Python, SQL, and Snowflake, and document methodologies for validation and compliance. Candidates should have strong numerical foundations, 3–5 years of large-scale C++ development experience, and familiarity with Python, Java, or SQL. They should understand financial derivatives and market conventions, and have hands-on experience with financial data structures such as yield curves and volatility surfaces; risk-management tools and an advanced degree are desirable.