Qube Research & Technologies Logo

Qube Research & Technologies

Front Office Pricing Modelling Quant

Reposted 21 Days Ago
Be an Early Applicant
In-Office
London, Greater London, England, GBR
Expert/Leader
In-Office
London, Greater London, England, GBR
Expert/Leader
The role involves developing a derivatives pricing library, collaborating with traders and supporting model integration into pricing systems.
The summary above was generated by AI

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 London, England Office

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

Similar Jobs

An Hour Ago
In-Office
London, Greater London, England, GBR
Senior level
Senior level
Fintech • Information Technology • Financial Services
The Vice President will oversee tax advising, compliance, and structuring for BlackRock's private markets, liaising with various teams and ensuring adherence to tax regulations.
Top Skills: Fund StructuringHedge Fund SolutionsPrivate Equity SolutionsTax Compliance
2 Hours Ago
Hybrid
Mid level
Mid level
Digital Media • Gaming • Software • Esports • Automation
Build and maintain a React UI that processes real-time event-driven data for Offers. Work across the full stack with Golang, TypeScript, SQL, Kafka and Flink, deploy to GKE, and optimize for low-latency, high-availability systems. Support business feature creation, improve automation and CI tooling, and collaborate with stakeholders to propose and estimate solutions.
Top Skills: Ai TechnologiesApache FlinkContinuous IntegrationGkeGoKafkaReactSQLTypescript
2 Hours Ago
In-Office
Mid level
Mid level
Digital Media • Gaming • Software • Esports • Automation
Perform reactive and planned electrical maintenance across commercial properties, including installation, testing and fault-finding on low-voltage power, lighting, fire alarms, CCTV and security systems. Create job plans, technical reports and update electronic maintenance records. Support compliance, on-call rota, contractor works and development of processes while following health and safety procedures.
Top Skills: 18Th Edition Wiring RegulationsCctvFire AlarmsFixed Wire TestingLighting ControlsLighting SystemsLow Voltage PowerSecurity Systems

What you need to know about the London Tech Scene

London isn't just a hub for established businesses; it's also a nursery for innovation. Boasting one of the most recognized fintech ecosystems in Europe, attracting billions in investments each year, London's success has made it a go-to destination for startups looking to make their mark. Top U.K. companies like Hoptin, Moneybox and Marshmallow have already made the city their base — yet fintech is just the beginning. From healthtech to renewable energy to cybersecurity and beyond, the city's startups are breaking new ground across a range of industries.

Sign up now Access later

Create Free Account

Please log in or sign up to report this job.

Create Free Account