Front Office Quant Strat

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.

Your future role within QRT

• A key member of the Quant Modelling team, building and enhancing QRT’s brand new derivatives pricing library
• A role with the potential to build models for new products from scratch (= model research, prototyping, documentation, unit tests)
• Implementing models for any asset class from vanilla to exotic products
• Working with Research & Trading to develop models for backtests & live trading strategies
• Working with the Risk & Technology to integrate library into market data feeds & real-time pricing systems

Your present skillset

• Experience as a FO Pricing Quant, FO Model Validation Quant or Risk Quant
• Modelling knowledge of at least 1 asset class: Rate, Inflation, Commodities, FX (familiarity with additional asset classes is a plus!)
• Master’s Degree or PhD in a quantitative field (such as Mathematics, Computer Science, Physics, Engineering or similar)
• Knowledge of stochastic process and theory of derivative pricing is desirable
• Excellent C++ skills (familiarity with C++17/20 is a plus!) & excellent Python skills
• Experience with Git (familiarity with Continuous Integration & UNIX are a plus!)
• Strong team-player, pragmatic approach & great communication skills

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.