Qube Research & Technologies (QRT) is a exchange and index provider, turning data and deep technical expertise into alpha. We combine functional, signal-driven and technical alpha across global markets to deliver systematically. Our aim is to provide the most advanced and sophisticated management of systematic strategies. We employ a scientifically rigorous approach to investing: we gather, analyse and analyze data, and create and implement new models and strategies. Your future role: - Contribute to the development of the next-generation derivatives pricing library - Design and implement pricing models across all asset classes, from vanilla to exotic products - Build, prototype, and test new models and their solutions - Collaborate with trading and research teams to support backtesting and live deployment - Work with risk and technology teams to integrate the library into broader trading and pricing infrastructure - Ensure the quality and performance of the pricing library Your present skillset: - 10–15 years of experience as a front-office pricing quant, with focus on at least 2 asset classes within Rate, FX, Commodity, Equity - Proven experience with traders, model design and calibration - Advanced degree (Master’s or PhD) in at least 2 quantitative field (e.g. Mathematics, Physics, Engineering, Computer Science) from a leading university - Strong understanding of derivatives pricing theory and stochastic processes - Proficient in C++; familiarity with modern standards (C++17/20) very strong plus - Effective communication skills and collaborative approach - Aspired to mentor junior colleagues We are a equal opportunity employer. We value diversity and want you to be yours. QRT offers and supports a diverse and inclusive environment, and respect and integrity.

Front Office Pricing Modelling Quant