Quantitative Production Strategist
A role in a team spanning trading, data and technology, building the firm's trading analytics and PnL infrastructure. You are the contact for traders and researchers on PnL and positions.
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.
- Investigate PnL breaks and trading anomalies
- Build dashboards for portfolio monitoring
- Reconcile trading, valuation and risk systems
- Automate reporting and data pipelines with technology teams
What they ask for
Required
- Python
- SQL
- Strong analytical and problem-solving skills
- Interest in markets and trading systems
- Communication with front-office users
- Accuracy and ownership
Preferred
- AWS
- DevOps practices and Python packaging
- Education
- Strong academic background in engineering, CS, maths, quantitative finance or similar.
- Experience
- Not stated
- Languages and tools
How to prepare
- Build a daily PnL attribution report with a reconciliation check
- Practise SQL on positions and trades data
- Learn how valuation, risk and trading systems differ and where breaks arise
- Make a portfolio monitoring dashboard
What to study
- Portfolio Theory and Quantitative Investment
- Python and Data Primer
- Quantitative Data Engineering
- Quantitative Risk Management
The Portfolio and Factor 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.