Quant jobs / Qube Research & Technologies

Core Pricing and Risk Platform – Senior C++ Developer

A senior C++ role on the platform that serves real-time and end-of-day pricing and risk to traders and risk managers. It sits in the core technology team with pricing quants and quantitative developers.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Build and tune high-throughput Linux services for pricing and risk
Integrate pricing models from quants into the platform
Connect pricing services to order, position and market data systems
Support risk managers and the desk directly

What they ask for

Required

4+ years front or middle office experience
Low-latency, high-throughput C/C++ on Linux
Multithreaded and distributed systems
Linux and GCC toolchain
Communication

Preferred

Pricing model experience
Equities, futures, options and swaps knowledge
Instrument lifecycle knowledge
QT, WX or MFC GUI frameworks

Education: No degree level stated.
Experience: 4+ years in a front or middle office role
Languages and tools: C++
Python
Markets: equities, futures, options

How to prepare

Build a multithreaded pricing service for options with Greeks
Study instrument lifecycles such as corporate actions and resets
Learn how real-time and end-of-day risk differ in design
Practise concurrency and performance profiling in C++

What to study

The HFT Quant Developer roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Qube Research & Technologies’s site before applying: requirements, location and pay can change after we check them.

View the posting on Qube Research & Technologies’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Qube Research & Technologies and doesn’t handle applications.