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 QRTβs collaborative mindset which enables us to solve the most complex challenges. QRTβs culture of innovation continuously drives our ambition to deliver high quality returns for our investors.
Your future role within QRT
- Building and enhancing QRTβs 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 functions to integrate libraries into market data feeds & real-time pricing systems
Your present skillset
- Experience as a FO Pricing Quant, 10-15 years
- Front Office experience with direct interaction with traders is a must.
- Modelling knowledge of at least 2 of the following asset classes: Rates, Inflation, Commodities, Equity
- Masterβs Degree or PhD in a quantitative field (such as Mathematics, Computer Science, Physics, Engineering or similar)
- Knowledge of stochastic processes and theory of derivatives pricing is desirable
- Good C++ skills (familiarity with C++17/20 is a plus)
- Strong team-player, pragmatic approach & great communication skills
- Open to mentoring more junior colleagues
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.
