Front Office Pricing Modelling Quant

Qube Research & Technologies

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London Until 8/21/2026 H-1B sponsor history First posted November 20, 2025 Last posted November 20, 2025
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.

 

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 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

About this role

Summary

Develop and implement derivatives pricing models, collaborate with traders and tech teams.

Job title

Front Office Pricing Modelling Quant

Experience level

10-15 years

Industry

finance

Location requirements

London, on-site work required

Salary

Not specified

Visa sponsorship

H-1B sponsor history

Management role

No

Skills & keywords

Required skills

C++derivatives pricingstochastic processesmodel calibration

Preferred skills

C++17C++20model validationmarket data pipelines

Specializations

derivatives pricingmodel developmentquantitative analysisrisk management
Locations

Structured locations inferred from the posting.

London, UK

On-site City
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