Referment in London is seeking a Quantitative Developer to design, develop and test models that value financial positions and measure real-time market risk. You will implement pricing and risk logic across multiple asset classes and build inputs such as yield curves, volatility surfaces and correlation matrices.
You will write modern C++ for large-scale distributed systems on a grid computing platform, and use Python, SQL and Snowflake to analyse model inputs and validate methodologies.
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Real-Time Quant Dev: Pricing & Risk (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.
