Referment
Financial Engineer (B2C2CC8)
Get notified of more jobs like this · No spam, ever
How your CV stacks up
Upload your CV to see how well it fits this job role
?%
The Role
You will design, develop and test the models used to value financial positions and calculate market risk metrics in real time. That covers implementing pricing and risk logic across equity, credit, FX, fixed income, commodities, crypto and their derivatives, and constructing the quantitative inputs those models require, from yield curves and volatility surfaces to interest-rate volatility cubes and correlation matrices.
You'll write modern, high-performance C++ for large-scale distributed systems on a grid computing platform, and use Python, SQL and Snowflake to analyse, construct and validate model inputs. You'll also document your methodologies to support internal and external validation and compliance processes, taking models from design through to production.
Reasons to use Rodeo
Start with a chat, not a search bar
Grad scheme, placement, apprenticeship? Not sure what you want yet — that's fine. Your agent talks it through with you and turns "I have no idea" into a shortlist.
It searches the market for you
Every day your agent scans the market matching roles against what actually matters to you, not just keywords on a CV.
Only hits
No noise. No "maybe this fits." Just roles with a clear explanation of why they're right — and where to focus when applying.
What We're Looking For
Strong quantitative and programming skills, with 3-5 years of large-scale C++ development and program design and experience of data-intensive products. Fluency with additional languages such as Python, Java and SQL. A strong understanding of financial derivatives, market conventions and their implementation. Hands-on experience with financial data structures including yield curves (OIS, Libor, cross-currency), inflation curves, volatility surfaces and interest rate volatility cubes, preferably live or intraday. Comfort with numerical methods, linear algebra, partial differential equations, probability theory and statistics.
Get help with your application
Your very own career expert that helps elevate your application to the next level.
Desirable
Experience building risk management tools such as VaR, Monte Carlo, scenario analysis and P&L. An M.S. or PhD in mathematics, physical sciences or engineering.
This could suit a financial engineer, quantitative developer or quantitative analyst from a bank, hedge fund or software vendor who wants to build pricing and risk models used in a live, multi-asset platform. The role is based in London and is in-office, with four days a week in the office; remote work is not available.
“It took my CV and asked me questions relevant to understanding what kind of jobs to suggest for me. Suggestions were almost perfect. Jobs were exactly what I’ve been looking for.”
Jessica, London
Location