Qube Research & Technologies

Qube Research & Technologies

Quantitative Developer (Python, C++)

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🌍Wroclaw
6d ago
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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.

 

Join our Risk & PnL team to design and build QRT’s real-time risk and performance systems. This role offers exposure across all asset classes and trading strategies, with a focus on real-time risk modelling and analytics. You will work closely with Traders, Quantitative Analysts, and Risk and Technology teams to deliver robust, scalable infrastructure that supports live decision-making.

 

Your future role within QRT

  • A key member of the Quant Technology team, building the quant foundations of QRT’s brand new PnL / risk management system, used by trading and CRO
  • Designing and implementing new risk models and scenarios from scratch for multiple asset classes, including market graph, risk framework, attribution, every needed for the risk management system
  • Working alongside FO Pricing Quants to integrate the core derivatives pricing library
  • Working closely with Trading and CRO to develop risk models  and scenarios for live trading strategies
  • Working with Risk & Technology teams to integrate quant pricing, risk and scenario analytics into the risk management system

 

Your present skillset

  • Experience as a FO Quant Developer, 5-10 years
  • Master’s Degree or PhD in a quantitative field (such as Mathematics, Computer Science, Physics, Engineering or similar)
  • Front Office experience and direct interaction with traders is desirable
  • Strong understanding of payoff, risk and valuation, data structure, performance, and optimisation, complexity of algorithm
  • Strong Python skills - essential
  • Good C++ skills - desirable (familiarity with C++17/20 is 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.

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