To expand on the above answer, the reason they use Septims is because Skyrim (at the beggining of TES 5) is part of the Empire. The Empire was founded mostly by Tiber Septim, and up until the events of TES 4 was ruled by the Septim family. Hence, the currency is named after him, and all those who are part of the Empire use Septims as their primary currency.

To expand on the above answer, the reason they use Septims is because Skyrim (at the beginning of TES V) is part of the Empire. The Empire was founded mostly by Tiber Septim, and up until the events of TES IV was ruled by the Septim family. Hence, the currency is named after him, and all those who are part of the Empire use Septims as their primary currency.