C++ Developer (Pricing/Risk) - Tier 1 Multi-Strat Hedge Fund - Discrete Search - Excellent Compen...
C++ Developer (Pricing/Risk) - Tier 1 Multi-Strat Hedge Fund - Discrete Search - Excellent Compen...

C++ Developer (Pricing/Risk) - Tier 1 Multi-Strat Hedge Fund - Discrete Search - Excellent Compen...

London Full-Time 43200 - 72000 £ / year (est.) No home office possible
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At a Glance

  • Tasks: Join a team to design and develop a cutting-edge pricing and risk platform.
  • Company: A prestigious European Multi-Strat Hedge Fund based in London.
  • Benefits: Work with top professionals, gain hands-on experience, and enjoy competitive compensation.
  • Why this job: Shape the future of finance with innovative technology and collaborate with experts.
  • Qualifications: C++ expertise, STEM degree, and familiarity with Python, Excel, 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 Compen... employer: Mondrian Alpha

Joining this prestigious European Multi-Strat Hedge Fund in London as a C++ Developer offers an exceptional opportunity to work at the forefront of financial technology. The company fosters a collaborative and innovative work culture, providing employees with access to cutting-edge resources and the chance to engage directly with industry experts. With a strong emphasis on professional development and a commitment to employee growth, this role not only promises competitive compensation but also the unique advantage of contributing to a transformative pricing and risk platform that shapes investment strategies across the firm.
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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 Compen...

✨Tip Number 1

Familiarise yourself with the latest trends in quantitative finance and risk management. Understanding the current landscape will help you engage in meaningful conversations during interviews and demonstrate your passion for the field.

✨Tip Number 2

Network with professionals in the hedge fund industry, especially those working in quantitative roles. Attend relevant meetups or conferences to make connections that could lead to referrals or insider information about the company culture.

✨Tip Number 3

Brush up on your C++ and Python skills by working on personal projects or contributing to open-source initiatives. This not only enhances your coding abilities but also provides tangible examples of your work to discuss during interviews.

✨Tip Number 4

Prepare to discuss your experience with production-grade systems and database technologies. Be ready to share specific examples of how you've implemented high-performance computing techniques in past roles, as this will be crucial for the position.

We think you need these skills to ace C++ Developer (Pricing/Risk) - Tier 1 Multi-Strat Hedge Fund - Discrete Search - Excellent Compen...

C++ Programming
Python Programming
SQL Proficiency
Excel Skills
Production-Grade System Development
Database Management
Server-Client Architecture Design
Real-Time Analytics
Batch Processing
Automated Testing
Continuous Integration and Delivery
High-Performance Computing Techniques
Collaboration with Quantitative Analysts
Problem-Solving Skills
Familiarity with GitHub and VS Code
Understanding of Risk Management Principles

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 that demonstrate your skills in quantitative development, risk management, and collaboration with cross-functional teams.

Craft a Compelling Cover Letter: Write a cover letter that showcases your passion for quantitative development and your understanding of the hedge fund industry. Mention how your skills in C++, Python, and database technologies align with the job requirements and how you can contribute to their pricing and risk platform.

Showcase Relevant Projects: If you have worked on any relevant projects, especially those involving real-time analytics or cloud-based solutions, be sure to include them in your application. Highlight your role, the technologies used, and the impact of your work.

Proofread Your Application: Before submitting your application, carefully proofread your CV and cover letter for any errors or typos. A polished application reflects your attention to detail and professionalism, which is crucial in the finance sector.

How to prepare for a job interview at Mondrian Alpha

✨Showcase Your C++ Expertise

Make sure to highlight your experience with C++ during the interview. Be prepared to discuss specific projects where you've implemented production-grade systems, as this will demonstrate your technical proficiency and problem-solving skills.

✨Familiarise Yourself with the Role's Requirements

Review the job description thoroughly and understand the key responsibilities and technologies involved. This includes being well-versed in Python, SQL, and database management, as well as modern development tools like GitHub and VS Code.

✨Prepare for Technical Questions

Expect to face technical questions that assess your coding skills and understanding of algorithms. Practising coding challenges related to pricing and risk scenarios can help you feel more confident and ready to tackle these questions.

✨Demonstrate Collaboration Skills

Since the role involves working closely with quants, traders, and IT teams, be prepared to discuss your experience in collaborative environments. Share examples of how you've successfully worked with diverse stakeholders to achieve common goals.

C++ Developer (Pricing/Risk) - Tier 1 Multi-Strat Hedge Fund - Discrete Search - Excellent Compen...
Mondrian Alpha
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  • C++ Developer (Pricing/Risk) - Tier 1 Multi-Strat Hedge Fund - Discrete Search - Excellent Compen...

    London
    Full-Time
    43200 - 72000 £ / year (est.)

    Application deadline: 2027-05-13

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    Mondrian Alpha

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