Quant Analytics & Portfolio Pricing :: Global Hedge Fund

Mondrian Alpha; City of Albany (NY); On-site; USD 150,000 - 230,000; Full time

Job summary

Mondrian Alpha, a leading global hedge fund, is building out a highly technical analytics team working directly alongside trading and portfolio businesses. This hands-on role focuses on understanding how complex portfolios behave—from pricing and P&L through to models, market moves and risk.

You will work with investment teams to investigate pricing moves, develop analytics across derivatives and complex products, and build pricing models, curves and volatility surfaces using Python with large

Qualifications

• Strong quantitative experience from a hedge fund, investment bank, trading firm or commodities business.
• Experience across derivatives and sophisticated liquid-market products.
• Knowledge of pricing, Greeks, curves, volatility, risk or P&L attribution.
• Strong Python skills, with SQL and broader data experience beneficial.

Responsibilities

• Work directly with investment teams to investigate pricing moves, P&L drivers, model behavior and portfolio exposures
• Develop analytics across derivatives and complex products spanning equities, macro, commodities and volatility
• Build and improve pricing models, curves, volatility surfaces and quantitative frameworks
• Use Python and large market datasets to automate analysis and develop better tools for trading teams
• Strong quantitative experience from a hedge fund, investment bank, trading firm or commodities business
• Experience across derivatives and sophisticated liquid-market products
• Knowledge of pricing, Greeks, curves, volatility, risk or P&L attribution
• Strong Python skills, with SQL and broader data experience beneficial

Skills

Python programming

Data analysis

Quantitative research

P&L attribution

Derivatives pricing

Tools

SQL

Pandas

NumPy

Job description

A leading global multi-strategy hedge fund is building out a highly technical team working directly alongside some of its most sophisticated trading businesses.

Sitting between Portfolio Managers, quantitative teams and Technology, this is a hands-on analytical role focused on understanding how complex portfolios behave - from pricing and P&L through to models, market moves and risk.

What You'll Do:

• Work directly with investment teams to investigate pricing moves, P&L drivers, model behavior and portfolio exposures
• Develop analytics across derivatives and complex products spanning equities, macro, commodities and volatility
• Build and improve pricing models, curves, volatility surfaces and quantitative frameworks
• Use Python and large market datasets to automate analysis and develop better tools for trading teams
• Strong quantitative experience from a hedge fund, investment bank, trading firm or commodities business
• Experience across derivatives and sophisticated liquid-market products
• Knowledge of pricing, Greeks, curves, volatility, risk or P&L attribution
• Strong Python skills, with SQL and broader data experience beneficial

Why Now?

Continued growth across trading strategies is driving significant investment into the analytics sitting closest to the portfolio. Complex markets. Serious technical problems. Direct exposure to the people taking risk.