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
- Undergraduate or postgraduate degree in a quantitative field such as Mathematics, Computer Science, Physics, Engineering or similar
- Front office quantitative experience within a bank, hedge fund or comparable financial markets environment
- Hands on experience developing risk management, pricing, valuation or quantitative analytics systems
- Strong understanding of derivatives payoffs, valuation and risk, together with data structures, algorithmic complexity and performance optimisation
- Strong Python development skills combined with production experience in C++, C# or another compiled language
- Experience designing quantitative systems that support multiple asset classes or complex trading strategies
- Ability to work directly with Traders, Quantitative Researchers and risk stakeholders to translate requirements into production solutions
- Strong communication skills with a pragmatic and collaborative approach to problem solving
- Experience with modern AI assisted development tools such as Claude or Codex is beneficial
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.
Skills Required
- 5 to 10 years of relevant quantitative development experience
- Undergraduate or postgraduate degree in mathematics, computer science, physics, engineering, or a similar quantitative field
- Front-office quantitative experience within a bank, hedge fund, or comparable financial markets environment
- Hands-on experience developing risk management, pricing, valuation, or quantitative analytics systems
- Strong understanding of derivatives payoffs, valuation, and risk
- Knowledge of data structures, algorithmic complexity, and performance optimization
- Strong Python development skills and production experience in C++, C#, or another compiled language
- Experience designing quantitative systems supporting multiple asset classes or complex trading strategies
- Ability to work directly with traders, quantitative researchers, and risk stakeholders to translate requirements into production solutions
- Strong communication skills and a pragmatic, collaborative approach to problem solving
- Experience with modern AI-assisted development tools such as Claude or Codex
Qube Research & Technologies Compensation & Benefits Highlights
The following summarizes recurring compensation and benefits themes identified from responses generated by popular LLMs to common candidate questions about Qube Research & Technologies and has not been reviewed or approved by Qube Research & Technologies.
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Wellbeing & Lifestyle Benefits — Office amenities such as free meals, social events, and wellness-focused workspaces are highlighted in multiple locations. Cycle-to-work schemes and onsite classes in Europe further enhance day-to-day quality of life.
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Leave & Time Off Breadth — Two paid volunteer days and corporate donation matching were introduced firmwide. Some locations also cite generous annual leave allowances with options to buy additional days.
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Healthcare Strength — Private medical coverage and life insurance are called out for the UK. Job listings reference health insurance in various regions, though specifics differ by office.
Qube Research & Technologies Insights
What We Do
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. We currently have multiple open positions on our website, please get in touch! Our commitments: https://www.qube-rt.com/commitments
