Quant jobs / Qube Research & Technologies

Quantitative Developer/Modeller – Risk & PnL

A quantitative development role on a new real-time risk and PnL platform spanning many asset classes. It mixes risk modelling with systems engineering.

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.

Design the quantitative core of the new risk and PnL platform
Build risk models, scenarios and attribution
Plug derivatives pricing libraries into the platform
Scale calculations across large portfolios

What they ask for

Required

Front-office quant development
Risk, pricing and valuation systems
Derivatives payoffs, valuation and risk
Data structures and performance optimisation
Strong Python plus C++, C# or similar
Multi-asset system design
Working with traders and risk teams

Preferred

AI-assisted development tools

Education: Undergraduate or postgraduate degree in maths, CS, physics, engineering or similar.
Experience: 5–10 years of quantitative development
Languages and tools: Python
C++
C#
Markets: multi-asset

How to prepare

Build a scenario-based PnL explain for a small multi-asset portfolio
Learn derivatives payoffs and how Greeks feed risk
Study VaR and stress-testing approaches
Practise designing pricing-library interfaces with performance in mind

What to study

The Risk Quant 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.