Real-Time Quantitative Data Engineer (Finance)
Summary
A London-based finance role designing, building and optimizing real-time data pipelines behind valuation and quantitative datasets that feed pricing and market-risk calculations across asset classes. Core stack is Python, SQL and Snowflake, with 3–5 years' Python/SQL experience and derivatives knowledge expected.
Referment is seeking a Quantitative Data Developer in London to design, build and maintain data solutions that underlie valuation and quantitative datasets. You will optimize pipelines, work with Python, SQL and Snowflake, and deliver robust inputs for pricing and market-risk calculations across asset classes in real time.
The role requires 3–5 years of Python/SQL experience, familiarity with C++/Java, and a solid grasp of derivatives and market conventions.