A prestigious, multi-strategy hedge fund managing billions in global AUM is seeking a highly skilled Quantitative Developer to join their front-office quantitative research team.
This role focuses on the design and implementation of a state-of-the-art, cross-asset pricing and risk platform, built with a C++ server and lightweight Python and Excel client interfaces. You will work directly with quantitative researchers, risk teams, and technologists in a fast-paced, collaborative environment, driving the development of scalable infrastructure to support advanced analytics and decision-making.
Key Responsibilities:
* Architect and implement a robust server-client platform for cross-asset pricing and risk.
* Build and maintain real-time and batch job infrastructure on internal and cloud environments.
* Develop continuous integration, release, and automated testing frameworks.
* Design and manage secure, high-performance databases.
* Leverage advanced computational techniques: multithreading, vectorization, adjoint differentiation, machine learning.
* Partner with quants, trading, risk, and IT teams to deliver high-impact systems.
Ideal Candidate Will Have:
* A Bachelor’s degree or higher in a STEM discipline.
* Expert proficiency in C++ development.
* Experience with Python, Excel, and SQL on Windows and Linux environments.
* Familiarity with GitHub and VS Code is a plus.
* A hands-on, collaborative attitude with a drive to deliver in production environments.
This role offers top-of-market compensation with performance-driven bonuses, alongside exceptional exposure to systematic and discretionary trading teams within a world-class fund.
To apply, follow the link or send your resume directly to thalia.spolander@mondrian-alpha.com.