C++ Developer (Pricing/Risk) - Tier 1 Multi-Strat Hedge Fund - Discrete Search - Excellent Comp[...]

Mondrian Alpha; London; On-site; GBP 70,000 - 100,000; Full time

Job summary

A leading European Multi-Strat Hedge Fund in London seeks a skilled Quantitative Developer to design and develop a cutting-edge pricing and risk platform. The role requires expertise in C++ and Python, focusing on high-performance computing and collaboration with quantitative analysts and traders.

Qualifications

• Strong proficiency in C++ and experience in production environments.
• Working knowledge of Python, Excel, and SQL.

Responsibilities

• Design and develop a cross-asset pricing and risk platform.
• Build and maintain production pipelines for real-time and batch jobs.
• Collaborate with IT to ensure adherence to engineering best practices.

Skills

C++

Python

Problem Solving

Education

Bachelor's or higher degree in a STEM discipline

Tools

Excel

SQL

GitHub

VS Code

Job description

Full Job Description

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 firm-wide 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, respond to this advert or send your CV directly to the provided contact.