Qube Research & Technologies is seeking a senior Front Office Pricing Quant to design and develop Rates Volatility models for our derivatives pricing library. You will calibrate models for vanilla to exotic Rates products and work closely with Traders and Quant Researchers.
The role requires deep knowledge of Rates Volatility, SABR/LGM/Cheyette, and strong C++ development skills. You will apply Monte Carlo and PDE methods and contribute to production pricing infrastructure while mentoring junior
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Front Office Rates Volatility Quant – Pricing & Modelling employer: Qube Research & Technologies
At Qube Research & Technologies, we pride ourselves on fostering a dynamic work culture that encourages innovation and collaboration. As a Platform Security Engineer, you will have the opportunity to work in a cutting-edge environment where your contributions directly impact our security posture, while also benefiting from professional growth opportunities and a commitment to employee well-being. Located in a vibrant tech hub, we offer a unique blend of challenging projects and a supportive team atmosphere, making us an excellent employer for those seeking meaningful and rewarding work.
Contact Details:
Qube Research & Technologies Recruitment Team
