quberesearchandtechnologies · London
Skills: Python, C#/.NET
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 libraries and quantitative models into the broader risk management platform Collaborate with Traders and risk stakeholders to develop risk models and scenarios for live trading strategies Build scalable quantitative components capable of supporting complex calculations across large portfolios Work with Technology stakeholders to integrate pricing, risk and scenario analytics into production systems Contribute to the architecture and evolution of the platform as risk and trading requirements develop Your present skillset 5 to 10 years of relevant quantitative development experience, with deeper experience considered for profiles closely aligned with the role Under…
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