Production Support Engineer - Risk/ PnL

Qube Research & Technologies· Paris· greenhouse· veröffentlicht 02.11.2023
Muss:PythonRemote

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.

Your future role within QRT:

Monitor and support real-time risk systems (Greeks, exposure, limits)

Own end-of-day PnL and resolve discrepancies (flash vs official)

Investigate trade and position breaks across internal systems, brokers, and exchanges

Ensure market data (prices, vol, curves) is accurate for risk/PnL calculations

Explain PnL moves with traders and quants (delta, gamma, vega, etc.)

Ensure systems are ready before market open (health checks, sign-off)

Manage incidents and communicate clearly under time pressure

Improve processes through automation (scripts, monitoring tools)

Support releases and validate risk/PnL outputs

Participate in on-call rotation (evenings/weekends, remote)

Your present skillset:

2+ years in risk, PnL, or quant support (trading firm, hedge fund, or bank)

Strong understanding of risk metrics (delta, gamma, vega, theta, DV01)

Experience with PnL production and reconciliation

Exposure to at least two asset classes (e.g. equities, FX, rates, commodities)

Strong SQL skills (SQL Server or Postgres)

~1 year scripting (Python, Bash, or PowerShell)

Strong analytical and problem-solving skills

Clear communication with technical and business stakeholders

High ownership and proactive mindset

Nice to have:

Market data tools (Bloomberg, Refinitiv)

Options pricing / vol surfaces

Prime brokerage / post-trade workflows

Algorithmic trading environments

Risk systems (e.g. Imagine, Murex, in-house)

Linux experience

Understanding of accounting PnL

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.