Front Office Pricing Modelling Quant
Qube Research & Technologies6 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.
About Qube Research & Technologies
Qube Research & Technologies is a global quantitative and systematic investment manager that develops and trades data-driven strategies across liquid asset classes for institutional investors. The firm manages client capital and proprietary funds, earning management and performance fees. Founded in 2018 and headquartered in London, it operates with offices in 16 locations worldwide.