Quant Strategist/Developer - Hedge Fund

Mondrian Alpha; New York (NY); On-site; USD 90,000 - 120,000; Full time

Job summary

Mondrian Alpha, a global hedge fund located in New York, is looking for a quantitative strategist to enhance their front-office quantitative analytics group. This candidate will work closely with trading and technology teams to support the design of risk, P&L, and analytics tools, ensuring they align with market behavior.

The ideal applicant has 2–7 years of experience in a quantitative role, proficiency in Python and/or C++, and a strong grasp of financial markets. A passion for a fast-paced trading environment is essential.

Qualifications

• 2–7 years of experience in a quantitative role, e.g., QA, QR, QD, or desk-facing analytics.
• Broad understanding of financial markets and market data.
• Proficiency in Python and/or C++.

Responsibilities

• Act as a quantitative partner to trading and analytics teams.
• Translate business and trading requirements into clear specifications.
• Work closely with technologists to validate models and analytics.
• Analyze market data for consistent and intuitive results.
• Coordinate across trading, quantitative, and technology stakeholders.
• Maintain and enhance existing analytics and tools.

Skills

Quantitative analysis

Python

C++

Financial markets knowledge

Communication

Tools

Large analytics libraries

Data-driven systems

Job description

A global hedge fund is looking to add a quantitative strategist to a front-office quantitative analytics group supporting trading across multiple asset classes. This role sits at the intersection of trading, quantitative analytics, and engineering, with a focus on ensuring quantitative tools, models, and systems are correctly designed, implemented, and used across the business.

This position is well suited for a strong quantitative profile who enjoys working across markets, data, and large systems, and who is comfortable acting as a bridge between traders, quants, and engineers in a fast-moving trading environment.

Responsibilities

• Act as a quantitative partner to trading and analytics teams, supporting the design and evolution of risk, P&L, pricing, and analytics tools.
• Translate business and trading requirements into clear quantitative and functional specifications for engineering teams.
• Work closely with technologists to validate analytics and models, and help guide prototypes into scalable, production-ready systems.
• Analyze market data and system outputs to ensure results are intuitive, consistent, and aligned with market behavior.
• Coordinate across trading, quantitative, and technology stakeholders to ensure quantitative solutions are delivered accurately and efficiently.
• Maintain and enhance existing analytics and tools as market conditions, products, and systems evolve.

Requirements

• 2–7 years of experience in a quantitative role (e.g. QA, QR, QD, or desk-facing analytics).
• Broad understanding of financial markets and market data.
• Proficiency in Python and/or C++; ability to work with large analytics libraries and data-driven systems.
• Comfortable interpreting risk and P&L outputs and assessing whether results make sense in real trading conditions.
• Strong communication skills and the ability to work effectively across traders, quants, and engineers.
• Enjoys operating in a fast-paced, front-office environment with frequent context switching.

To apply, directly submit your CV to this job posting, or email to [e-mail].