Software Developer (.NET/C#) – Leading Multi-Strat Hedge Fund – Excellent Compensation + Benefits

Mondrian Alpha; Greater London; On-site; GBP 90,000 - 130,000; Full time

Job summary

Mondrian Alpha in London is seeking an experienced C#/.NET Software Developer to join its Quantitative Development team. You will help build a next-generation platform for calibrating and distributing live and end-of-day curve and volatility models across the investment business.

Working with a small, expert team, you will design scalable, resilient distributed services and contribute to production systems, observability, and high-performance software.

Qualifications

• 5+ years' commercial software development experience.
• Strong C# and modern .NET development skills.
• Experience building distributed systems using event-driven architectures or message buses.
• Good understanding of financial markets; exposure to market data platforms is highly advantageous.
• Experience with ASP.NET Core and modern backend service design.
• Familiarity with DevOps practices, CI/CD and automated deployment.
• Experience with Linux, Docker and container orchestration technologies is advantageous.
• Excellent communication skills and a passion for building clean, scalable software.

Responsibilities

• Design, develop and enhance a modular platform for publishing live and end-of-day curve and volatility surface models.
• Build scalable backend services using C#, F# and modern .NET / ASP.NET Core technologies.
• Develop new platform capabilities with a strong focus on extensibility, resilience and clean software architecture.
• Collaborate closely with Quantitative Developers, researchers and infrastructure teams to deliver robust production systems.
• Build monitoring, anomaly detection and model quality tooling to improve platform reliability.
• Help deploy distributed services into production while improving observability and operational resilience.
• Provide technical support and continually enhance the platform based on business feedback.

Skills

C#

.NET

Distributed systems

Event-driven

ASP.NET Core

Docker

DevOps

Linux

Kubernetes

Tools

Docker

Kubernetes

CI/CD

Job description

I'm working with a leading systematic hedge fund that is seeking an experienced C#/.NET Software Developer to join its Quantitative Development team in London.

This is a highly technical backend engineering role focused on building the firm's next-generation platform for calibrating, publishing and distributing live and end-of-day curve and volatility surface models used across the investment business.

Working alongside a small, highly experienced quant development team, you'll play a key role in designing scalable, resilient distributed services that sit at the heart of the firm's research and trading infrastructure. You'll be responsible for extending the platform's modular architecture, improving system reliability and helping deliver high-quality market data and quantitative models to investment teams across the business.

The role is heavily focused on software engineering excellence rather than quantitative modelling, making it ideal for an experienced backend developer with strong financial markets knowledge who enjoys building robust, high-performance systems.

Responsibilities

• Design, develop and enhance a modular platform for publishing live and end-of-day curve and volatility surface models.
• Build scalable backend services using C#, F# and modern .NET / ASP.NET Core technologies.
• Develop new platform capabilities with a strong focus on extensibility, resilience and clean software architecture.
• Collaborate closely with Quantitative Developers, researchers and infrastructure teams to deliver robust production systems.
• Build monitoring, anomaly detection and model quality tooling to improve platform reliability.
• Help deploy distributed services into production while improving observability and operational resilience.
• Provide technical support and continually enhance the platform based on business feedback.

Requirements

• 5+ years' commercial software development experience.
• Strong C# and modern .NET development skills.
• Experience building distributed systems using event-driven architectures or message buses.
• Good understanding of financial markets; exposure to market data platforms is highly advantageous.
• Experience with ASP.NET Core and modern backend service design.
• Familiarity with DevOps practices, CI/CD and automated deployment.
• Experience with Linux, Docker and container orchestration technologies is advantageous.
• Excellent communication skills and a passion for building clean, scalable software.

My client offers an exceptional compensation package alongside the opportunity to work on business-critical technology within one of the industry's leading quantitative investment firms. You'll join a collaborative engineering environment where technical excellence is genuinely valued and have direct ownership over systems used across the investment platform.