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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Normanton
Buy Side Hedge Fund requires a lead Quant to set the roadmap across Rates & FX, leading a world class team of quant developers and modellers…
London
Buy Side Hedge Fund requires a lead Quant to set roadmap across Rates & FX, leading a world class team of quant developers and modellers, validation…
London
Buy Side Hedge Fund requires a lead Quant to set roadmap across Rates & FX, leading a world class team of quant developers and modellers, validation…
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