Senior Quantitative Strategist: Derivatives & Alpha Tech

Mondrian Alpha; Greater London; Sur place; GBP 140 000 - 220 000; Plein temps

Avantages offerts par ce poste

Competitive compensation

Excellent benefits

Résumé du poste

Mondrian Alpha, a leading UK Global Macro hedge fund, seeks a Senior Quantitative Strategist in London to work with Portfolio Managers, Risk and Technology on derivatives pricing, alpha research, and portfolio analytics.

You will evaluate models, implement pricing approaches, and own projects end-to-end, collaborating across desks to deliver real-time analytics and robust risk tooling for equity and fixed income derivatives.

Qualifications

• 7+ years in a quantitative finance role (front-office, desk quant, or research).
• Deep understanding of equity and fixed income derivatives pricing.
• Ability to critically evaluate third-party pricing models.
• Strong Python skills and SQL experience.
• Advanced degree in a quantitative discipline.

Responsabilités

• Evaluate, select and maintain equity and fixed income derivatives pricing models.
• Assess vendor, open-source and internally developed pricing libraries.
• Implement or extend pricing models where existing solutions fall short.
• Assess model limitations and communicate these clearly to Portfolio Managers and Risk.
• Collaborate with PMs on alpha research, relative-value analysis, backtesting and signal implementation.
• Develop real-time P&L, risk and portfolio analytics tooling.
• Own quantitative projects from problem definition to production.

Connaissances

Python

C++

SQL

Quantitative analysis

Derivatives pricing

Backtesting

Risk analytics

Formation

Advanced degree in Mathematics/Physics/Engineering/Financial Mathematics

Outils

SQL

Description du poste

Mondrian Alpha, a leading UK Global Macro hedge fund, seeks a Senior Quantitative Strategist in London to work with Portfolio Managers, Risk and Technology on derivatives pricing, alpha research, and portfolio analytics.

You will evaluate models, implement pricing approaches, and own projects end-to-end, collaborating across desks to deliver real-time analytics and robust risk tooling for equity and fixed income derivatives.