Senior Quantitative Strategist (Pricing Quant) – Leading Global Macro Hedge Fund – Excellent Compensation + Benefits

Mondrian Alpha; Greater London; On-site; GBP 140,000 - 220,000; Full time

Benefits offered by this job

Competitive compensation

Excellent benefits

Job summary

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.

Responsibilities

• 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.

Skills

Python

C++

SQL

Quantitative analysis

Derivatives pricing

Backtesting

Risk analytics

Education

Advanced degree in Mathematics/Physics/Engineering/Financial Mathematics

Tools

SQL

Job description

I'm working with a leading UK Global Macro Hedge Fund that is seeking an experienced Quantitative Strategist to join its investment technology team in London.

This is a senior individual contributor role working directly with Portfolio Managers, Risk and Technology across derivatives pricing, alpha research, risk management and portfolio analytics.

The role will have a particular focus on equity and fixed income derivatives, evaluating and implementing pricing models while also working with Portfolio Managers on relative-value analysis, backtesting, signal implementation and real-time P&L/risk tooling.

Responsibilities

• 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.
• Work directly with Portfolio Managers on alpha research, relative-value analysis, backtesting and signal implementation.
• Develop and enhance real-time P&L, risk and portfolio analytics tools.
• Own quantitative projects from initial problem definition through to production.

Requirements

• 7+ years’ experience in a quantitative financial markets role, such as front-office strategist, desk quant, model validation or quantitative research.
• Deep understanding of equity and fixed income derivatives pricing.
• Proven ability to critically evaluate third-party/vendor pricing models and determine their appropriate use.
• Strong understanding of financial markets and how quantitative models are used in practice.
• Strong Python skills and experience with the numerical Python ecosystem.
• Exposure to C++, C# or similar is advantageous.
• Strong SQL skills and experience working with market and reference data.
• Ability to work independently and move between different quantitative problems as priorities change.
• Advanced degree in Mathematics, Physics, Engineering, Mathematical Finance or a similar quantitative discipline.

My client offers a highly competitive compensation package alongside excellent benefits, with the opportunity to join a small, high-calibre engineering environment where individuals have genuine ownership and direct exposure to senior stakeholders across the firm.