Front Office Pricing Modelling Quant

Front Office Pricing Modelling Quant responsible for building QRT’s next-generation derivatives pricing library. This front-office quantitative development role works closely with traders and researchers across asset classes, from research and prototyping to implementation, testing, and production integration. Responsibilities include designing and developing pricing models across vanilla to exotic products, prototyping models and contributing to documentation, validation and test coverage, supporting backtesting and live strategy deployment, and integrating models into real-time pricing systems and market data pipelines. Candidates should have 10–15 years of experience as a front-office pricing quant across multiple asset classes (Rate, FX, Commodity, Equity), a strong background in derivatives pricing theory, and a Master’s or PhD in a quantitative field. Proficiency in C++ (C++17/20 a plus) and excellent communication skills are required, with a willingness to mentor junior colleagues.