C++ Quant Developer – Multi-Asset Risk Platform – Elite Hedge Fund

A prestigious, multi-strategy hedge fund managing billions in global AUM is seeking a highly skilled Quantitative Developer to join their front-office quantitative research team.

This role focuses on the design and implementation of a state-of-the-art, cross-asset pricing and risk platform, built with a C++ server and lightweight Python and Excel client interfaces. You will work directly with quantitative researchers, risk teams, and technologists in a fast-paced, collaborative environment, driving the development of scalable infrastructure to support advanced analytics and decision-making.

Key Responsibilities:

• Architect and implement a robust server-client platform for cross-asset pricing and risk.
• Build and maintain real-time and batch job infrastructure on internal and cloud environments.
• Develop continuous integration, release, and automated testing frameworks.
• Design and manage secure, high-performance databases.
• Leverage advanced computational techniques: multithreading, vectorization, adjoint differentiation, machine learning.
• Partner with quants, trading, risk, and IT teams to deliver high-impact systems.

Ideal Candidate Will Have:

• A Bachelor’s degree or higher in a STEM discipline.
• Expert proficiency in C++ development.
• Experience with Python, Excel, and SQL on Windows and Linux environments.
• Familiarity with GitHub and VS Code is a plus.
• A hands-on, collaborative attitude with a drive to deliver in production environments.

This role offers top-of-market compensation with performance-driven bonuses, alongside exceptional exposure to systematic and discretionary trading teams within a world-class fund.

To apply, follow the link or send your resume directly to thalia.spolander@mondrian-alpha.com.