IT Risk – Vol
A developer role owning the software that the volatility risk management team relies on. It covers pricing engines, market data and risk analytics tools.
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.
- Refactor Python risk codebases for robustness and scale
- Maintain pricing engines and market data frameworks
- Build dashboards and workflow tools for risk managers
- Use automation and AI agents to cut manual risk processes
What they ask for
Required
- Python software engineering
- Production-grade design
- Market data and data-intensive applications
- APIs and backend services (FastAPI, Flask)
- Ownership and communication
Preferred
- Derivatives, options or risk knowledge
- Frontend frameworks (React, Dash, AG Grid)
- Cloud and AI-assisted development
- Education
- No degree level stated.
- Experience
- 3+ years of professional software development
- Languages and tools
- Markets
- options
How to prepare
- Build a small volatility-risk dashboard showing vega and gamma by expiry
- Learn the Greeks and how risk managers aggregate them
- Write a FastAPI service over a pricing function with tests
- Study how market data feeds flow into risk systems
What to study
- Derivatives Pricing and Computational Finance
- Quantitative Risk Management
- Python for Quantitative Finance
- Quantitative Data Engineering
The Volatility Quant roadmap sets out the stages for this kind of role, with free resources for each.
Open the roadmapApply
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.