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, with a focus on commodities. 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 for commodities and other 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 commodities
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