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Front Office Commodity Pricing Modelling Quant

ExperiencedNo visa sponsorship
Qube logo

at Qube

Hedge Funds

Posted 2 months ago

No clicks

Front-office quantitative development role responsible for building a next-generation derivatives pricing library with a focus on commodities. The role covers full lifecycle model development from research and prototyping to implementation, testing, and production integration. You will work closely with traders, researchers, risk and technology teams to support backtesting, live strategy deployment and real-time pricing systems. The position requires 10–15 years of front-office pricing quant experience, strong derivatives and stochastic process knowledge, and proficiency in C++.

Compensation
Not specified

Currency: Not specified

City
Not specified
Country
Not specified

Full 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, with a focus on commodities. 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 for commodities and other 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 commodities

  • 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

Front Office Commodity Pricing Modelling Quant

Compensation

Not specified

City: Not specified

Country: Not specified

Qube logo
Hedge Funds

2 months ago

No clicks

at Qube

ExperiencedNo visa sponsorship

Front-office quantitative development role responsible for building a next-generation derivatives pricing library with a focus on commodities. The role covers full lifecycle model development from research and prototyping to implementation, testing, and production integration. You will work closely with traders, researchers, risk and technology teams to support backtesting, live strategy deployment and real-time pricing systems. The position requires 10–15 years of front-office pricing quant experience, strong derivatives and stochastic process knowledge, and proficiency in C++.

Full 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, with a focus on commodities. 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 for commodities and other 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 commodities

  • 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