Front Office Pricing Modelling Quant

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About this role

Front Office Pricing Modelling Quant London 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

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