Front Office Pricing Modelling Quant
Qube Research & Technologies4 months ago
London, United KingdomStaff+
Responsibilities
- Design and develop QRT’s in-house derivatives pricing library.
- Build and implement pricing models for vanilla and exotic products across asset classes.
- Prototype, document, validate, and test new pricing models.
- Collaborate with traders and researchers on model design, calibration, backtesting, and live strategy deployment.
- Integrate pricing models with risk and technology infrastructure, real-time pricing systems, and market data pipelines.
- Mentor junior colleagues and contribute to team knowledge-sharing.
Requirements
- 10–15 years of experience as a front-office pricing quant.
- Strong focus on at least two asset classes among rates, FX, commodities, and equities.
- Proven experience collaborating with traders on model design and calibration.
- Master’s or PhD in a quantitative field such as mathematics, physics, engineering, or computer science.
- Strong understanding of derivatives pricing theory and stochastic processes.
- Proficiency in C++; familiarity with modern C++ standards is a plus.
- Effective communication skills and a pragmatic, collaborative approach to problem-solving.
Benefits
- Equal opportunity employer with an emphasis on diversity and respectful collaboration.
- Initiatives and programs intended to support a healthy work-life balance.