Front Office Pricing Modelling Quant at Qube Research & Technologies (London, United Kingdom)
Qube Research & Technologies· London, United Kingdom·
Job description
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
Why work at Qube Research & Technologies
- Compensation & Career Growth: Highly competitive pay. Interns can earn around $12k per month. Over 40% of staff are in a deferred compensation plan with exposure to fund performance. Glassdoor rating of 4.1/5.0, with compensation (4.0) and career opportunities (4.1) as top highlights.
- Culture & Demographics: Young, high-performance culture (74% of staff aged 40 or under, 38% aged 30 or under). 90% of staff reported good team morale in an internal survey. Described as a "fertile ground for experimental research."
- Work Environment: Hybrid/office-based depending on role and location. Offices in London (HQ), Paris, Hong Kong, Singapore, New York, Chicago, Dubai, Mumbai, Geneva, and more. New London office in Victoria.
- Notable Perks: Deferred compensation plan with fund performance exposure. Interns can earn around $12k per month. Strong focus on work-life balance initiatives.
- Engineering Culture: Heavy emphasis on technology (Python, C++, C#, Snowflake, FPGA, low-latency systems, MLflow, Kubernetes). 22% of staff are in Research roles, 6% in Technical roles. Strong support for coding initiatives and academic projects in maths and science.