I'm working with a leading UK Global Macro Hedge Fund that is seeking an experienced Quantitative Strategist to join its investment technology team in London.
This is a senior individual contributor role working directly with Portfolio Managers, Risk and Technology across derivatives pricing, alpha research, risk management and portfolio analytics.
The role will have a particular focus on equity and fixed income derivatives, evaluating and implementing pricing models while also working with Portfolio Managers on relative-value analysis, backtesting, signal implementation and real-time P&L/risk tooling.
Responsibilities
- Evaluate, select and maintain equity and fixed income derivatives pricing models.
- Assess vendor, open-source and internally developed pricing libraries.
- Implement or extend pricing models where existing solutions fall short.
- Assess model limitations and communicate these clearly to Portfolio Managers and Risk.
- Work directly with Portfolio Managers on alpha research, relative-value analysis, backtesting and signal implementation.
- Develop and enhance real-time P&L, risk and portfolio analytics tools.
- Own quantitative projects from initial problem definition through to production.
Requirements
- 7+ years’ experience in a quantitative financial markets role, such as front-office strategist, desk quant, model validation or quantitative research.
- Deep understanding of equity and fixed income derivatives pricing.
- Proven ability to critically evaluate third-party/vendor pricing models and determine their appropriate use.
- Strong understanding of financial markets and how quantitative models are used in practice.
- Strong Python skills and experience with the numerical Python ecosystem.
- Exposure to C++, C# or similar is advantageous.
- Strong SQL skills and experience working with market and reference data.
- Ability to work independently and move between different quantitative problems as priorities change.
- Advanced degree in Mathematics, Physics, Engineering, Mathematical Finance or a similar quantitative discipline.
My client offers a highly competitive compensation package alongside excellent benefits, with the opportunity to join a small, high-calibre engineering environment where individuals have genuine ownership and direct exposure to senior stakeholders across the firm.
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Senior Quantitative Strategist (Pricing Quant) – Leading Global Macro Hedge Fund – Excellent Compensation + Benefits in London employer: Mondrian Alpha
Join a leading global multi-strategy hedge fund in London, where innovation meets opportunity. With a strong emphasis on technology and a collaborative work culture, employees benefit from extensive growth opportunities, competitive compensation packages, and a supportive environment that prioritises both professional development and personal well-being. Enjoy perks such as fully subsidised meals, comprehensive healthcare, and generous annual leave, making this an exceptional place to advance your career in finance.
