{"id":2599268,"url":"https://alion.io/job/qube-research-technologies-front-office-pricing-modelling-quant-rates-volatility","title":"Front Office Pricing Modelling Quant - Rates Volatility","company":{"id":706156,"name":"Qube Research & Technologies","domain":"qube-rt.com","url":"https://alion.io/company/qube-research-and-technologies","size_band":"1001-5000","is_staffing_agency":false,"employer_type":"direct","is_intermediary":false,"listed_via":null,"ats_vendor":"Greenhouse","truth_index":{"grade":"A","score":88,"open_postings":178,"ghost_share":0.118,"stale_share":0,"repost_share":0,"time_to_fill_p50_days":204,"computed_at":"2026-11-02T06:13:15Z"}},"role":"Data Science","role_family":"Data Science","seniority":"staff","employment_type":null,"work_mode":"on_site","remote_scope":null,"remote_scope_basis":null,"remote_working_hours":null,"hiring_geo_confidence":"structured","locations":["London, United Kingdom"],"countries":["GB"],"hiring_countries":[],"hiring_countries_total":0,"salary":null,"salary_estimate":{"min_usd":128000,"max_usd":246000,"period":"year","method":"role_seniority_country_remote_cell","sample_n":11},"experience_years_min":10,"visa_sponsorship":false,"relocation_package":false,"has_equity":false,"technologies":[{"name":"C++","optional":false},{"name":"Volatility","optional":false}],"status":"live","first_seen_at":"2025-11-19T11:24:25Z","employer_posted_date":"2026-09-23","last_verified_at":"2026-11-02T16:00:17Z","board_verified":true,"closed_at":null,"days_open":348,"trust":{"level":"ok","repost_count":0,"flags":["company_stale"],"days_open":347},"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.\nYou will work within a quantitative development function responsible for building QRT’s derivatives pricing library, with a particular focus on Rates Volatility. This is a front office role working closely with Traders and Quantitative Researchers across the full model lifecycle, from research and calibration through to implementation, testing and production integration.\nYour future role within QRT\nDesign and develop Rates Volatility models within QRT’s derivatives pricing library\nBuild and implement pricing models covering vanilla through exotic Rates products, including swaptions, Bermudan swaptions, caps and floors, and CMS\nResearch, prototype and calibrate models including SABR, LGM and Cheyette\nApply numerical methods including Monte Carlo and PDE techniques to pricing and model development\nContribute to model documentation, validation and test coverage\nCollaborate with Traders and Quantitative Researchers on model development and trading requirements\nWork with technology and risk stakeholders to integrate models into production pricing infrastructure\nYour present skillset\n10 to 15 years of experience as a Front Office Pricing Quant, with deep expertise in Rates Volatility\nStrong experience pricing Rates products across vanilla and exotic structures\nExperience with swaptions, including Bermudans, caps and floors, and CMS\nStrong knowledge of Rates Volatility models including SABR, LGM and Cheyette\nExperience applying Monte Carlo and PDE methods to derivatives pricing\nStrong understanding of derivatives pricing theory and stochastic processes\nProven experience working directly with Traders on model development and calibration\nAdvanced degree in Mathematics, Physics, Engineering, Computer Science or another quantitative discipline\nStrong C++ development skills, with knowledge of modern C++ beneficial\nExperience with algorithmic adjoint differentiation is beneficial\nStrong communication skills and a pragmatic, collaborative approach\nWillingness to mentor junior colleagues and contribute to knowledge sharing\nQRT 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","description_format":"text","description_chars":2871,"description_truncated":false,"requirements":{"experience_years_min":10,"management_years_min":null,"team_size_min":null,"manages_managers":false,"education":{"level":"bachelor","optional":false},"security_clearance":false,"languages":[]},"benefits":[],"hiring_locations":[],"hiring_excludes":[],"relocation_offered":false,"industries":["Hedge Funds & Alternative Investments"],"lifecycle":[{"event":"open","at":"2026-10-15T07:54:31Z"}],"visa":[{"country":"GB","licensed_sponsor":true,"evidence":"Licensed UK visa sponsor (Skilled Worker)","filings_12m":null,"filings_prev_12m":null,"green_card_filings_12m":null,"median_offered_wage_usd":null,"route":"Skilled Worker","cap_exempt":false,"checked_at":"2026-10-31T06:23:40+00:00","sources":["UK Home Office: register of licensed sponsors (workers)"],"filings_for_role_12m":0}],"liveness":{"score":29,"band":"fade","label":"Fading","p_open":1,"p_active":0.792,"p_room":0.36,"age_days":347,"expected_fill_days":204,"reasons":["conf:3","velocity","win:tail","crowd:brand"],"computed_at":"2026-11-02T06:13:15Z"},"pay":null,"html_url":"https://alion.io/job/qube-research-technologies-front-office-pricing-modelling-quant-rates-volatility","json_url":"https://alion.io/job/qube-research-technologies-front-office-pricing-modelling-quant-rates-volatility.json","meta":{"generated_at":"2026-11-02T17:33:17Z","cache_seconds":300,"methodology":"https://alion.io/methodology","terms":"https://alion.io/terms","contact":"https://alion.io/contact","api":"https://alion.io/developers","about":"Alion is a live layer of people, companies and AI agents: who they are, whether they are real and active right now, what they do and how to work with them, readable by people and by agents and paid per call.","catalog":"https://alion.io/catalog.json","usage":{"tier":"crawler_verified","counted_by":"address","units_charged":1,"used_today":24474,"day_limit":null,"remaining_today":null,"minute_limit":300,"resets_at":"2026-11-03T00:00:00Z"}},"offers":[{"id":"company.slices","title":"One company in depth, by slice","status":"live","price":{"credits":0.02,"usd":0.002,"plus_per_slice":{"credits":0.05,"usd":0.005}},"unit":"per company, plus each slice with data","note":"the employer in depth","call":{"mcp_tool":"get_company","arguments":{"id":706156},"rest":"https://alion.io/mcp/rest/get_company?id=706156"},"human":"https://alion.io/catalog?offer=company.slices&for=job%2Fqube-research-technologies-front-office-pricing-modelling-quant-rates-volatility"},{"id":"market.stats","title":"A market slice: pay, demand and time to fill","status":"live","price":{"credits":1,"usd":0.1},"unit":"per slice","note":"pay, demand and time to fill for this role and place","call":{"mcp_tool":"market_stats"},"human":"https://alion.io/catalog?offer=market.stats&for=job%2Fqube-research-technologies-front-office-pricing-modelling-quant-rates-volatility"},{"id":"job.search","title":"Open jobs by role, technology, place, pay and visa","status":"live","price":{"credits":0.02,"usd":0.002},"unit":"per posting in a list","note":"similar open postings","call":{"mcp_tool":"search_jobs"},"human":"https://alion.io/catalog?offer=job.search&for=job%2Fqube-research-technologies-front-office-pricing-modelling-quant-rates-volatility"},{"id":"company.verify","title":"Is this company real and active right now","status":"pilot","price":null,"unit":"per company","request":{"url":"https://alion.io/catalog/request","method":"POST","body":"{\"offer\": \"company.verify\", \"for\": \"job/qube-research-technologies-front-office-pricing-modelling-quant-rates-volatility\", \"note\": \"what you need it for\"}"},"human":"https://alion.io/catalog?offer=company.verify&for=job%2Fqube-research-technologies-front-office-pricing-modelling-quant-rates-volatility"}],"agent":{"mcp":"https://alion.io/mcp/jobs","mcp_open":"https://alion.io/mcp/open","next":[{"tool":"get_job","arguments":{"id":2599268}},{"tool":"search_jobs","arguments":{"company":"qube-rt.com","detail":"compact"}},{"tool":"match_people","arguments":{"job_id":2599268},"note":"people open to offers who fit this vacancy"}],"note":"The same data through MCP tools: https://alion.io/mcp/open needs no sign-in (compact searches, postings, people); https://alion.io/mcp with an Alion account has everything. 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