full-time
Quantitative Data Developer (5391B96)
Referment
- Employer
- Referment
- Location
- London
- Working pattern
- on-site
About the role
Develop and maintain financial data solutions and quantitative datasets that support position valuation, pricing models, and real-time market-risk calculations across asset classes. Optimize data pipelines and analytics infrastructure, quality-check large datasets, and document methodologies for internal and external validation. Candidates should have 3–5 years of experience developing large-scale Python applications, writing SQL, and working on data-intensive products, with experience in another language such as C++ or Java. They should understand financial derivatives, market conventions, financial data structures, and quantitative methods; experience with risk tools and an advanced degree in mathematics, physical sciences, or engineering are desirable.