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- Tasks: Join a team to design and develop a cutting-edge pricing and risk platform.
- Company: Work with a prestigious European Multi-Strat Hedge Fund in London.
- Benefits: Enjoy excellent compensation, benefits, and the chance to work with top professionals.
- Why this job: Shape the future of finance with innovative technology and collaborate with experts.
- Qualifications: Bachelor's degree in STEM, strong C++ skills, and familiarity with Python and SQL required.
- Other info: Opportunity to work in a dynamic environment with real-time analytics and cloud solutions.
The predicted salary is between 43200 - 72000 £ per year.
My client, a prestigious European Multi-Strat Hedge Fund, is seeking a highly capable Quantitative Developer to join its team in London. This is a unique opportunity to contribute to the design and development of a next-generation, cross-asset pricing and risk platform that underpins investment and risk decisions across the firm. This role sits at the intersection of quantitative research, engineering, and front-office risk, offering the chance to build a state-of-the-art risk system using modern C++ and Python.
You will work directly with quantitative analysts, traders, risk managers, and IT teams to deliver a robust, scalable system supporting pricing, calibration, and scenario generation across asset classes. The ideal candidate is a C++ expert with experience in production-grade systems and a strong grasp of Python, Excel, and database technologies. You’ll play a key role in shaping infrastructure, implementing high-performance computing techniques, and driving real-time and batch analytics across distributed environments, including cloud.
Responsibilities:
- Design and develop a cross-asset pricing and risk platform, using a server-client architecture.
- Build and maintain production pipelines for real-time and batch jobs, covering model calibration, pricing, and risk scenarios.
- Architect and manage database solutions, including access control and data governance.
- Lead development of automated testing and release processes to support continuous integration and delivery.
- Work with quants and technologists to implement advanced computational techniques.
- Collaborate with IT to ensure adherence to engineering best practices and firmwide standards.
Requirements:
- Bachelor’s or higher degree in a STEM discipline.
- Strong proficiency in C++ and solid experience working in production environments.
- Working knowledge of Python, Excel, and SQL, across Windows and Linux environments.
- Familiarity with modern development tools such as GitHub and VS Code is a plus.
- Strong problem-solving mindset, hands-on coding skills, and a collaborative attitude.
- Ability to work closely with diverse stakeholders across quant, trading, risk, and IT teams.
To apply, either respond to this advert or send your CV directly to sasha.duquesne@mondrian-alpha.com.
C++ Developer (Pricing/Risk) - Tier 1 Multi-Strat Hedge Fund - Discrete Search - Excellent Compensation + Benefits employer: Mondrian Alpha
Contact Detail:
Mondrian Alpha Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land C++ Developer (Pricing/Risk) - Tier 1 Multi-Strat Hedge Fund - Discrete Search - Excellent Compensation + Benefits
✨Tip Number 1
Network with professionals in the hedge fund industry, especially those working in quantitative roles. Attend relevant meetups or conferences to connect with potential colleagues and learn more about the specific skills and technologies they value.
✨Tip Number 2
Familiarise yourself with the latest trends in risk management and pricing strategies. Being able to discuss current methodologies and tools during interviews can set you apart from other candidates.
✨Tip Number 3
Showcase your coding skills by contributing to open-source projects or creating your own projects that demonstrate your expertise in C++ and Python. This practical experience can be a great talking point in interviews.
✨Tip Number 4
Prepare for technical interviews by practising coding challenges that focus on algorithms and data structures, particularly in C++. This will help you demonstrate your problem-solving abilities effectively.
We think you need these skills to ace C++ Developer (Pricing/Risk) - Tier 1 Multi-Strat Hedge Fund - Discrete Search - Excellent Compensation + Benefits
Some tips for your application 🫡
Tailor Your CV: Make sure your CV highlights your C++ expertise and experience in production-grade systems. Include specific projects or roles where you've used Python, Excel, and database technologies, as these are crucial for the position.
Craft a Compelling Cover Letter: Write a cover letter that showcases your understanding of the role and the hedge fund industry. Mention your problem-solving skills and collaborative attitude, and explain how your background aligns with the responsibilities outlined in the job description.
Highlight Relevant Experience: In your application, emphasise any experience you have with cross-asset pricing and risk platforms. Discuss your familiarity with modern development tools like GitHub and VS Code, as well as your ability to work in both Windows and Linux environments.
Showcase Your Soft Skills: Don't forget to mention your collaborative mindset and ability to work closely with diverse stakeholders. This is important for the role, as you'll be interacting with quants, traders, and IT teams.
How to prepare for a job interview at Mondrian Alpha
✨Showcase Your C++ Expertise
Be prepared to discuss your experience with C++ in detail. Highlight specific projects where you've developed production-grade systems, and be ready to explain the challenges you faced and how you overcame them.
✨Demonstrate Your Problem-Solving Skills
Expect technical questions that assess your problem-solving abilities. Practice coding challenges related to algorithms and data structures, as these are often crucial in quantitative roles.
✨Familiarise Yourself with Financial Concepts
Since this role involves pricing and risk, brush up on relevant financial concepts. Understanding how different asset classes work and the basics of risk management will help you engage more effectively with the team.
✨Prepare for Collaborative Scenarios
This position requires working closely with quants, traders, and IT teams. Be ready to discuss examples of past collaborations, focusing on how you communicated complex technical ideas to non-technical stakeholders.
