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Qube Research & Technologies

Front Office Pricing Modelling Quant

Reposted 2 Days Ago
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In-Office
London, Greater London, England
Expert/Leader
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In-Office
London, Greater London, England
Expert/Leader
The role involves developing a derivatives pricing library, collaborating with traders and supporting model integration into pricing systems.
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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

Top Skills

C++

Qube Research & Technologies London, England Office

160 Victoria Street, London, United Kingdom, SW1E 5LB

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