Quantitative Software Engineer.


Derivatives, Risk, C# Software Engineering, PnL


2+ Years

Up to £150,000


Your referral reward

Referment is working with a well-funded FinTech firm that is seeking a Quant Software Engineer to join their London-based team and work across their multi-asset class product focussing on their derivatives pricing library.

The firm is a spin-out of one of the leading Asset Management firms in the world and are actively hiring, even during the current health and economic situation. In light of this they expect to complete the full interview process over WebEx and they will on-board candidates virtually for the foreseeable future.

This organisation is seeking a Quant Engineer with skills in C# to build out their existing pricing systems. Any experience with risk, P&L and derivatives is advantageous.  

The successful candidate will be utilising the latest option pricing models, risk models and quantitative finance techniques to expand their multi-asset class product suite.

Key Requirements

- 2-5 years of experience as a Quant Engineer
-  Strong experience with server-side C# software engineering
- A Degree or MSc in computer science or quantitative disciplines, including mathematics, physics, engineering, and computer science. (2:1 or higher)
- A strong desire to learn more about derivatives and distributed computing 

* You must be eligible to work in the UK without requiring sponsorship

Please note, with the Covid-19 public health crisis ongoing, this role will hire and onboard virtually although we expect a slower process that we’d normally see.

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