Front Office Rates Volatility Quant – Pricing & Modelling

Qube Research & Technologies is seeking a senior Front Office Pricing Quant to design and develop Rates Volatility models for our derivatives pricing library. You will calibrate models for vanilla to exotic Rates products and work closely with Traders and Quant Researchers.

The role requires deep knowledge of Rates Volatility, SABR/LGM/Cheyette, and strong C++ development skills. You will apply Monte Carlo and PDE methods and contribute to production pricing infrastructure while mentoring junior

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