Senior Software Engineer - Credit & Macro Risk - Hedge Fund - NY

Mondrian Alpha; New York (NY); On-site; USD 180,000 - 260,000; Full time

Job summary

Mondrian Alpha is seeking a senior software engineer to join its Risk Technology team, focusing on the credit and macro side of the platform. You will contribute across valuation, risk calculation, market data, and portfolio analytics within a large codebase, using C#/.NET Core on Linux and Python for data workflows.

You will collaborate with PMs, traders, and quant researchers, delivering production-ready tooling and tackling complex production issues in distributed systems, with opportunities

Qualifications

• 10+ years of software engineering experience building large-scale, high-performance platforms.
• Expertise in C#/.NET Core and Python.
• Experience developing front office risk, pricing, or analytics systems.
• Genuine familiarity with credit and macro products: rates and IR derivatives, credit derivatives, credit index products and index options, fixed income analytics.

Responsibilities

• Building and maintaining core risk analytics and infrastructure components
• Partnering with quant developers to productionise pricing and risk models
• Working directly with trading desks, PMs, and risk to deliver business-critical tooling
• Debugging complex production issues across distributed systems
• Influencing architecture and mentoring mid-level engineers

Skills

Senior-level experience

Python

C#/.NET Core

Distributed systems

Cross-functional collaboration

Tools

C#/.NET Core

Java

Python

Spark

Kubernetes

Linux

Job description

We are partnering with a well-established global hedge fund running multi-strategy portfolios across all major asset classes. The risk and analytics platform is built almost entirely in house, and engineers work directly alongside PMs, traders, and quant researchers.

The Role

You will join the Risk Technology team as a senior individual contributor on the credit and macro side of the platform, building the core services behind valuation, risk calculation, market data, and portfolio analytics. This is a heavily hands-on seat inside a large existing codebase, not a management track. The stack is C#/.NET Core on Linux, Python for quant and data workflows, with Spark and Kubernetes on-prem and in the cloud.

What You Will Be Doing

• Building and maintaining core risk analytics and infrastructure components
• Partnering with quant developers to productionise pricing and risk models
• Working directly with trading desks, PMs, and risk to deliver business-critical tooling
• Debugging complex production issues across distributed systems
• Influencing architecture and mentoring mid-level engineers

What They Are Looking For

• 10+ years of software engineering experience building large-scale, high-performance platforms
• Extensive C#/.NET Core or Java, alongside strong Python
• Experience developing front office risk, pricing, or analytics systems
• Genuine familiarity with credit and macro products: rates and IR derivatives, credit derivatives, credit index products and index options, fixed income analytics
• Spark, Kubernetes, and experience building risk engines or portfolio analytics platforms are strong pluses