or apply directly on Qube Research & Technologies's site. We never take the application ourselves.
Is this posting real?
- This role has been open
- 81 days Qube Research & Technologies's roles stay open a median of 81 days
- Reposted
- No
- Salary listed
- No 8% of Qube Research & Technologies's roles list one
- Ghost-job risk at Qube Research & Technologies
- high 196 stale, 1 reposted of 202 open
- Hiring momentum
- 252 roles opened in the last 90 days ↑ up vs. the prior 90 days
- Last confirmed on the employer's board
- 2026-10-23
Measured from postings appearing on and disappearing from Qube Research & Technologies's own greenhouse board since 2026-08-03. Full hiring picture for Qube Research & Technologies.
About this role
In this role, you will be responsible for designing and developing Rates Volatility models within QRT's derivatives pricing library. You will work closely with Traders and Quantitative Researchers throughout the entire model lifecycle, from research and calibration to implementation and testing. The position requires applying numerical methods for pricing and collaborating with various stakeholders to integrate models into the production environment.
- benefits
- 1/5
- freshness
- 1/5
- career value
- 5/5
- role clarity
- 5/5
- pay transparency
- 0/5
Scored from the posting itself — how clearly the role is described, how much it says about pay and benefits, and how recently it was listed. Not a judgement of Qube Research & Technologies as an employer.
What you need
- 10 to 15 years of experience as a Front Office Pricing Quant
- Deep expertise in Rates Volatility
- Strong experience pricing Rates products across vanilla and exotic structures
- Experience with swaptions, including Bermudans, caps and floors, and CMS
- Strong knowledge of Rates Volatility models including SABR, LGM and Cheyette
- Experience applying Monte Carlo and PDE methods to derivatives pricing
Nice to have
- Knowledge of modern C++
- Experience with algorithmic adjoint differentiation
Worth weighing
- No salary listed
- Role requires significant experience (10-15 years) which may limit opportunities for less experienced candidates
- Focus on collaboration with Traders and Researchers may require strong interpersonal skills
Summarised from Qube Research & Technologies's posting. Read the full original.
Listed by Qube Research & Technologies on their greenhouse job board, last confirmed open on 2026-10-23. PitchMeAI is not the employer.
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