Quantitative Strategist – Tier 1 Global Hedge Fund – Front Office Research Technology – Excellent Compensation + Benefits

Mondrian Alpha; Greater London; On-site; GBP 120,000 - 180,000; Full time

Job summary

Mondrian Alpha, a leading hedge fund, seeks a Quantitative Strategist to join its Front Office Quantitative Development & Strategy team in London. You will collaborate with Portfolio Managers to build tools for trading, alpha generation and risk management across a multi-asset platform.

The role covers real-time P&L and risk systems, AI-enhanced research workflows and close collaboration with stakeholders to translate complex investment problems into scalable software solutions.

Qualifications

• Advanced degree in Mathematics, Physics, Engineering, CS or Mathematical Finance.
• Strong Python development with Pandas/NumPy.
• Experience building quantitative research, trading or risk systems.

Responsibilities

• Design and develop real-time P&L and risk systems for front-office trading.
• Build interactive analytics and decision-support tools for PMs and investment teams.
• Implement quantitative trading signals across multiple asset classes.
• Develop research tooling, backtesting frameworks and models for alpha generation.
• Apply AI and machine learning to improve research workflows and risk management.
• Translate complex investment problems into scalable software solutions.

Skills

Python

Pandas

NumPy

SQL

C#

R

AI/ML interest

Quantitative research

Education

Advanced degree in a quantitative field

Tools

Backtesting frameworks

Real-time analytics

Job description

I'm working with a leading global hedge fund that is looking to hire a Quantitative Strategist to join its Front Office Quantitative Development & Strategy team.

This is a high-impact role sitting directly alongside Portfolio Managers and investment teams, focused on building the quantitative tools and technology that underpin trading, alpha generation and risk management across a multi-asset investment platform.

The team is responsible for developing real-time P&L and risk systems, implementing systematic trading signals, building portfolio management tools and leveraging AI to enhance research and investment decision making. The role offers broad exposure across quantitative research, software engineering and front-office technology within one of the industry's most sophisticated investment environments.

Responsibilities:

• Design and develop real-time P&L and risk systems supporting front-office trading and portfolio management.
• Build interactive analytics and decision-support tools used directly by Portfolio Managers and investment teams.
• Partner with Portfolio Managers to implement quantitative trading signals across multiple asset classes.
• Develop research tooling, backtesting frameworks and quantitative models to support alpha generation and investment decision making.
• Apply AI and quantitative techniques to improve research workflows, portfolio analytics and risk management.
• Work closely with business stakeholders to translate complex investment problems into scalable technical solutions.
• Contribute to the firm's broader quantitative technology platform through high-quality software engineering and collaborative development.

Requirements:

• 4+ years' experience in a front-office Quantitative Developer, Quantitative Strategist or Quant Research role.
• Advanced degree in Mathematics, Physics, Engineering, Computer Science, Mathematical Finance or a related quantitative discipline.
• Strong Python development skills, including Pandas, NumPy and scientific computing libraries.
• Experience developing quantitative research, trading or risk management systems.
• Strong SQL skills and experience working with large financial datasets.
• Excellent problem-solving abilities and strong communication skills with both technical and investment stakeholders.
• Exposure to C#, R or other programming languages would be beneficial.
• Interest in applying AI and machine learning techniques within quantitative research environments.

My client anticipates paying a strong performer an exceptional first-year total compensation package. Alongside market-leading compensation, they offer outstanding benefits and the opportunity to work directly with Portfolio Managers on technology that has a measurable impact on trading performance and investment returns.