Quantitative Developer – Real-Time Risk & PnL Platform

Qube Research & Technologies; Greater London; On-site; GBP 110,000 - 160,000; Full time

Job summary

Qube Research & Technologies is seeking a quantitative developer to design the foundations of a new risk and PnL platform, building risk models and integrating pricing libraries for live trading. You will collaborate with Traders, Researchers and Tech teams to deliver scalable analytics across asset classes.

You will apply Python and compiled languages (C++, C#) with an emphasis on performance, real time risk, and production readiness in a London environment.

Qualifications

• 5 to 10 years of relevant quantitative development experience
• 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 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

Responsibilities

• 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
• Maintain and optimise production systems with a focus on real time risk and performance management

Skills

Python

C++

C#

Quantitative development

Risk analytics

Performance optimisation

Trading collaboration

Communication

Education

Bachelor's or Master's in Maths/CS/Physics/Engineering

Tools

Derivatives pricing libraries

Job description

Qube Research & Technologies is seeking a quantitative developer to design the foundations of a new risk and PnL platform, building risk models and integrating pricing libraries for live trading. You will collaborate with Traders, Researchers and Tech teams to deliver scalable analytics across asset classes.

You will apply Python and compiled languages (C++, C#) with an emphasis on performance, real time risk, and production readiness in a London environment.