My client, a prestigious European Multi-Strat Hedge Fund, is seeking a highly capable Quantitative Developer to join its team in London.
This is a unique opportunity to contribute to the design and development of a next-generation, cross-asset pricing and risk platform that underpins investment and risk decisions across the firm.
This role sits at the intersection of quantitative research, engineering, and front-office risk, offering the chance to build a state-of-the-art risk system using modern C++ and Python. You will work directly with quantitative analysts, traders, risk managers, and IT teams to deliver a robust, scalable system supporting pricing, calibration, and scenario generation across asset classes.
The ideal candidate is a C++ expert with experience in production-grade systems and a strong grasp of Python, Excel, and database technologies. You’ll play a key role in shaping infrastructure, implementing high-performance computing techniques, and driving real-time and batch analytics across distributed environments, including cloud.
Responsibilities:
* Design and develop a cross-asset pricing and risk platform, using a server-client architecture
* Build and maintain production pipelines for real-time and batch jobs, covering model calibration, pricing, and risk scenarios.
* Architect and manage database solutions, including access control and data governance.
* Lead development of automated testing and release processes to support continuous integration and delivery.
* Work with quants and technologists to implement advanced computational techniques
* Collaborate with IT to ensure adherence to engineering best practices and firmwide standards.
Requirements:
* Bachelor’s or higher degree in a STEM discipline
* Strong proficiency in C++ and solid experience working in production environments.
* Working knowledge of Python, Excel, and SQL, across Windows and Linux environments.
* Familiarity with modern development tools such as GitHub and VS Code is a plus.
* Strong problem-solving mindset, hands-on coding skills, and a collaborative attitude.
* Ability to work closely with diverse stakeholders across quant, trading, risk, and IT teams.
To apply, either respond to this advert or send your CV directly to sasha.duquesne@mondrian-alpha.com.