At a Glance
- Tasks: Design and develop data solutions for real-time financial trading and risk management.
- Company: Leading capital-markets tech firm transforming finance with innovative software.
- Benefits: Competitive salary, dynamic work environment, and opportunities for professional growth.
- Other info: In-office role in London with excellent career advancement potential.
- Why this job: Join a cutting-edge team and make an impact in the fast-paced world of finance.
- Qualifications: 3-5 years in quantitative programming, strong Python and SQL skills required.
The predicted salary is between 59400 - 72600 £ per year.
Referment is working with a capital-markets technology company whose software helps banks, hedge funds and asset managers trade, manage portfolios and measure risk in real time.
Its Models and Quantitative Data team builds the data that underpins pricing models and market-risk calculations inside a live trading platform across every major asset class.
The team is hiring a Quantitative Data Developer for its London office.
The Role
You will discover, design, develop and maintain the data solutions that support the valuation of financial positions and the construction of quantitative datasets such as curves, volatility cubes and correlation matrices.
Working closely with quantitative developers, you'll optimise data pipelines and analytics infrastructure for performance and reliability, and build robust systems that deliver inputs for pricing and market-risk calculations in real time across equity, credit, FX, fixed income, commodities, crypto and their derivatives.
- What We’re Looking For
- A quantitative and programming background with 3-5 years developing large-scale Python, writing SQL and working on data-intensive products.
- Experience with other languages such as C++ or Java.
- A solid understanding of financial derivatives, market conventions and their implementation.
- Proficiency with financial data structures such as yield curves (OIS, Libor, cross-currency), inflation curves, volatility surfaces and interest rate volatility cubes, ideally with live or intraday data.
- Comfort with numerical methods, linear algebra, probability theory and statistics.
Desirable
- Experience developing risk management tools such as Va R, Monte Carlo, scenario analysis and P&L.
- An M. S. or Ph D in mathematics, physical sciences or engineering.
This could suit a data engineer, quantitative data specialist or quantitative developer from a bank, hedge fund or software vendor who enjoys turning large financial datasets into trusted model inputs.
The role is based in London and is in-office; remote work is not available.
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Quantitative Data Developer (2BCC5F3) in London employer: Referment
Referment is an exceptional employer, offering a dynamic work culture that fosters collaboration and innovation. As a Finance Director, you will not only lead the finance function but also play a pivotal role in shaping the company's growth trajectory, with ample opportunities for professional development and advancement. Located in a vibrant B2B technology hub, the company provides a supportive environment where your contributions are valued and rewarded.
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We think you need these skills to ace Quantitative Data Developer (2BCC5F3) in London
Some tips for your application 🫡
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✨Brush Up on Your Statistics
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Expect to encounter real-world case studies during the interview. We might be asked how we’d approach a data problem or analyse a dataset to extract insights. It's essential to think out loud and demonstrate our problem-solving process so that the interviewer can see our logical thinking in action.
