ApplySarthiFront Office Pricing Modelling Quant - Rates Volatility
Qube Research & Technologies
Make my CV for this job, freeView job and applyYour CV, rewritten for this role using only your real experience. Sign in with Google and upload your CV. Nothing to install.
Skills named in this job
Read from the description itself, not inferred.
This role on the market
8 open volatility roles across 3 companies are on ApplySarthi right now.
What volatility roles keep asking for: Machine learning (62%), Python (25%), C++ (12%) — counted across their open postings here.
Qube Research & Technologies has 200 open roles listed here.
- Data Support Engineer
- Data Scientist - Market Data
- Energy Trading Full Stack Engineer – Spark
- Quantitative Developer - Pre/Post-Trade Analytics
- Quantitative Developer - Python
Counted across 14 company job boards, updated as roles open and close.
Preparing for this interview
Interviews for volatility roles keep coming back to Machine learning, Python, C++. Practise those questions before you sit with Qube Research & Technologies.
Questions you are likely to be asked
- Why do you want to join Qube Research & Technologies?
- What is your experience with C++? Tell me one thing you learned the hard way.
- Where do you want to be in three years?
- What is a weakness you are working on, and how?
- Tell me about yourself, and why this role is the right next step.
Prep Sarthi gives you a free mock interview: an AI interviewer asks you questions like these out loud, from your own CV and this job, and shows your score and your weakest answer.
Practise the Front Office Pricing Modelling Quant - Rates Volatility at Qube Research & Technologies interview free →Qube Research & Technologies (QRT) is a global quantitative and systematic investment manager, operating in all liquid asset classes across the world. We are a technology and data driven group implementing a scientific approach to investing. Combining data, research, technology and trading expertise has shaped QRT’s collaborative mindset which enables us to solve the most complex challenges. QRT’s culture of innovation continuously drives our ambition to deliver high quality returns for our investors.
You will work within a quantitative development function responsible for building QRT’s derivatives pricing library, with a particular focus on Rates Volatility. This is a front office role working closely with Traders and Quantitative Researchers across the full model lifecycle, from research and calibration through to implementation, testing and production integration.
Your future role within QRT
- Design and develop Rates Volatility models within QRT’s derivatives pricing library
- Build and implement pricing models covering vanilla through exotic Rates products, including swaptions, Bermudan swaptions, caps and floors, and CMS
- Research, prototype and calibrate models including SABR, LGM and Cheyette
- Apply numerical methods including Monte Carlo and PDE techniques to pricing and model development
- Contribute to model documentation, validation and test coverage
- Collaborate with Traders and Quantitative Researchers on model development and trading requirements
- Work with technology and risk stakeholders to integrate models into production pricing infrastructure
Your present skillset
- 10 to 15 years of experience as a Front Office Pricing Quant, with deep expertise in Rates Volatility
- Strong experience pricing Rates products across vanilla and exotic structures
- Experience with swaptions, including Bermudans, caps and floors, and CMS
- Strong knowledge of Rates Volatility models including SABR, LGM and Cheyette
- Experience applying Monte Carlo and PDE methods to derivatives pricing
- Strong understanding of derivatives pricing theory and stochastic processes
- Proven experience working directly with Traders on model development and calibration
- Advanced degree in Mathematics, Physics, Engineering, Computer Science or another quantitative discipline
- Strong C++ development skills, with knowledge of modern C++ beneficial
- Experience with algorithmic adjoint differentiation is beneficial
- Strong communication skills and a pragmatic, collaborative approach
- Willingness to mentor junior colleagues and contribute to knowledge sharing
QRT is an equal opportunity employer. We welcome diversity as essential to our success. QRT empowers employees to work openly and respectfully to achieve collective success. In addition to professional achievement, we are offering initiatives and programs to enable employees achieve a healthy work-life balance. #LI-DNI
Match this job to your CV
ApplySarthi scores your CV against this role, shows the skills you are missing, and writes a tailored version for the application.
Check my match →Similar open roles
- AI Platform EngineerQube Research & Technologies · mumbai
- Business Analyst – Trading SystemQube Research & Technologies · mumbai
- Data Operations Engineer - PythonQube Research & Technologies · mumbai
- Financial Data Analyst - PythonQube Research & Technologies · mumbai
- Quantitative ResearcherQube Research & Technologies · mumbai
- Technical Program Manager - IT InfrastructureQube Research & Technologies · mumbai
- 2027 – Graduate or Internship, Infrastructure Engineer Qube Research & Technologies
- 2027 - Internship, Data EngineeringQube Research & Technologies
Need answers during your interview? Try Live Sarthi.
Live Sarthi, an Interview Sarthi app, shows answer suggestions during the call.
- Hidden from supported screen sharingThe overlay stays out of supported Windows screen captures.
- Answers start in about 1.5 secondsResponse time varies with your connection and model.
- From your own CVYour projects and your experience, not a generic script.
- 30 minutes freeThen ₹99 for a 2-day pass with unlimited calls — you pay for the days you are interviewing, not a subscription.
A Windows app, from the same team as ApplySarthi.
Listed on greenhouse · posted 2025-11-19. ApplySarthi collects openings and links to application pages; the role is advertised by Qube Research & Technologies, not by us.