Qube Research & Technologies

Risk and Pnl Production Support Engineer

New York, United StatesFull time$150,000 - $220,000 / yearPosted 21 days ago
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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: The successful candidate will join the Production Management team based in New York, providing high-touch support to the QRT trading desks and Risk managers with a dedicated focus on Risk and PnL systems.   QRT trades across all major EMEA and US markets, and this role sits at the intersection of technology and front office operations.  You will be the primary point of contact for the investigation and resolution of issues impacting real-time risk monitoring, daily PnL figures, and trade / positions reconciliation.   You will work closely with traders, quants, and finance teams to ensure the integrity and availability of risk and PnL data throughout the trading day and at end of day. You will also liaise with internal development, quant research, and external counterparties to maintain a stable and accurate production environment.  Your present skillset: Real-time risk support: Monitor and support intraday risk systems, ensuring live Greeks, exposure, and limit utilisation data are accurate and available to the front office throughout the trading day  PnL production and reconciliation: Own the end-of-day PnL process, including identification and resolution of breaks between trader flash PnL and official finance PnL  Trade and position reconciliation: Investigate and resolve position breaks between internal systems, prime brokers, and exchange/clearing houses  Market data integrity: Ensure pricing and reference data feeds (EOD prices, vol surfaces, yield curves) used in risk and PnL calculations are correct and complete  Explain PnL attribution: Work with traders and quants to explain PnL moves by decomposing into risk factors (delta, gamma, vega, theta, etc.)  System availability: Ensure all risk and PnL components are operational before the start of each trading session; manage morning health checks and sign-off processes  Incident management: Lead investigation and resolution of risk or PnL discrepancies, communicating clearly with traders and senior management under time pressure  Process improvement: Develop scripts and tools to automate reconciliation, monitoring, and alerting workflows to reduce manual effort and improve accuracy  Release management: Support the deployment of risk system and PnL platform re...