Quantitative Developer - Python, C++
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 work on the quantitative foundations of QRT’s risk and PnL management platform, supporting trading and risk management across multiple asset classes and strategies. The role combines quantitative development, risk modelling and systems engineering, with a focus on building the models, analytics and infrastructure required for real time risk and performance management. You will work closely with Traders, Quantitative Researchers, Pricing Quants and Technology stakeholders to support live trading and risk decisions.
Your future role within QRT
- Design and implement the quantitative foundations of a new risk and PnL management platform
- Develop risk models and scenarios across multiple asset classes, including risk frameworks, market representations and performance attribution
- Integrate derivatives pricing libr