Qube Research & Technologies

Front Office Pricing Modelling Quant

Qube Research & Technologies  •  London, GB (Onsite)  •  9 days ago
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Job Description

Qube Research & Technologies (QRT) is a global quantitative and systematic investment manager, operating in all liquid asset classes across the world. We are a technology and data driven group implementing a scientific approach to investing. Combining data, research, technology and trading expertise has shaped QRT’s collaborative mindset which enables us to solve the most complex challenges. QRT’s culture of innovation continuously drives our ambition to deliver high quality returns for our investors.

You will join the team responsible for building QRT’s next-generation derivatives pricing library. This is a front-office quantitative development role working closely with traders and researchers. The scope includes full-lifecycle model development: from research and prototyping to implementation, testing, and production integration. You’ll also collaborate with risk and technology teams to integrate the library into broader trading and pricing infrastructure.

Your future role within QRT

  • Contribute to the design and development of a new in-house derivatives pricing library

  • Build and implement pricing models across all asset classes, ranging from vanilla to exotic products

  • Prototype new models and contribute to their documentation, validation, and test coverage

  • Collaborate with trading and research teams to support backtesting and live strategy deployment

  • Work with risk and technology stakeholders to integrate models into real-time pricing systems and market data pipelines

Your present skillset

  • 10–15 years of experience as a front-office pricing quant, with a strong focus on at least 2 assets classes within Rate, FX, Commodity, Equity

  • Proven experience working closely with traders on model design and calibration

  • Advanced degree (Master’s or PhD) in a quantitative field (e.g. Mathematics, Physics, Engineering, Computer Science)

  • Strong understanding of derivatives pricing theory and stochastic processes

  • Proficient in C++; familiarity with modern standards (C++17/20) is a plus

  • Effective communication skills and a pragmatic, collaborative approach to problem-solving

  • Willingness to mentor junior colleagues and contribute to team knowledge-sharing

QRT is an equal opportunity employer. We welcome diversity as essential to our success. QRT empowers employees to work openly and respectfully to achieve collective success. In addition to professional achievement, we are offering initiatives and programs to enable employees achieve a healthy work-life balance. #LI-DNI

Qube Research & Technologies

About Qube Research & Technologies

Qube Research & Technologies (QRT) is a global quantitative and systematic investment manager, operating in all asset classes across the world. Driven by a shared passion for data, research, technology and trading expertise, we strive to deliver high-quality returns for our investors.

Established in 2016, QRT can rely on its employees across 12 offices in Europe, Middle East and Asia Pacific.

We currently have multiple open positions on our website, please check and apply on line: https://www.qube-rt.com/careers/

QRT supports various coding initiatives as well as academic projects developing and promoting maths and science education.

More information: https://www.qube-rt.com/commitments

Industry
Finance & Insurance
Company Size
1,001-5,000 employees
Headquarters
London, GB
Year Founded
2018
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