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- Tasks: Develop and enhance pricing models for complex financial instruments in a dynamic team.
- Company: Leading UK investment platform with over £50bn AUM, focused on innovation.
- Benefits: Competitive salary, exposure to cutting-edge finance, and opportunities for professional growth.
- Other info: Collaborative environment with a focus on advanced financial mathematics and programming.
- Why this job: Join a front-office team and make an impact in the world of finance and trading.
- Qualifications: Strong background in quantitative disciplines and experience in derivatives pricing.
The predicted salary is between 80000 - 100000 £ per year.
My client, a leading UK investment platform with over £50bn+ AUM, is seeking a Quantitative Strategist to join its Front Office Strats team. This role sits at the intersection of markets, advanced mathematics, and programming, working directly with traders and structuring teams on the pricing, execution, and risk management of complex assets and long-dated liabilities. The team operates with an exotics-driven approach, applying rigorous derivatives pricing techniques across fixed income, securitised credit, and longevity-linked exposures.
Responsibilities
- Develop, implement, and enhance pricing and risk models for complex and often path-dependent instruments
- Partner closely with traders and structurers to analyse trades and asset origination opportunities
- Model embedded optionality and cashflow dynamics across fixed income, RMBS, ABS, and long-dated liabilities
- Contribute to the build-out of a next-generation pricing and risk platform
- Design and deliver robust, scalable quantitative tools for valuation, execution, and risk management
- Apply advanced financial mathematics to solve non-standard, real-world modelling problems
- Communicate complex quantitative concepts clearly across technical and commercial stakeholders
Requirements
- Strong academic background in a quantitative discipline (Mathematics, Physics, Engineering, Computer Science, etc.)
- Proven experience in derivatives pricing / quantitative modelling within a front-office or closely aligned environment
- Solid understanding of fixed income products and derivatives (Rates / Credit preferred)
- Exposure to structured or securitised products (RMBS, ABS) is advantageous
- Strong knowledge of financial mathematics and stochastic modelling techniques
- Strong proficiency in Python (NumPy, pandas, SQLAlchemy or similar), with ability to write clean, production-quality code
- Experience with C++ or Rust is advantageous but not required
Quantitative Strategist (Exotics) | Tier 1 Hedge Fund - Front Office | London employer: Mondrian Alpha
Contact Detail:
Mondrian Alpha Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Quantitative Strategist (Exotics) | Tier 1 Hedge Fund - Front Office | London
✨Network Like a Pro
Get out there and connect with people in the industry! Attend meetups, webinars, or even just grab a coffee with someone who works at a hedge fund. Building relationships can open doors that a CV just can't.
✨Show Off Your Skills
Don’t just talk about your experience; demonstrate it! Create a portfolio of projects or models you've worked on, especially those related to derivatives pricing or quantitative analysis. This will give you an edge when chatting with potential employers.
✨Ace the Interview
Prepare for technical questions by brushing up on financial mathematics and programming skills. Practice explaining complex concepts in simple terms, as you'll need to communicate effectively with both technical and non-technical folks.
✨Apply Through Us!
We’ve got some fantastic opportunities listed on our website. Don’t miss out—apply directly through us to make sure your application gets the attention it deserves!
We think you need these skills to ace Quantitative Strategist (Exotics) | Tier 1 Hedge Fund - Front Office | London
Some tips for your application 🫡
Tailor Your CV: Make sure your CV is tailored to the Quantitative Strategist role. Highlight your experience in derivatives pricing and quantitative modelling, and don’t forget to showcase your programming skills in Python. We want to see how your background aligns with our needs!
Craft a Compelling Cover Letter: Your cover letter is your chance to shine! Use it to explain why you’re passionate about the role and how your skills can contribute to our exotics-driven approach. Keep it concise but impactful – we love a good story!
Showcase Your Technical Skills: When applying, make sure to highlight your proficiency in financial mathematics and any experience with stochastic modelling techniques. If you've worked on complex instruments or built quantitative tools, let us know – we’re keen to hear about it!
Apply Through Our Website: We encourage you to apply directly through our website. It’s the best way for us to receive your application and ensures you’re considered for the role. Plus, it shows you’re serious about joining our team!
How to prepare for a job interview at Mondrian Alpha
✨Know Your Numbers
Brush up on your quantitative skills and be ready to discuss advanced financial mathematics. Expect questions that test your understanding of derivatives pricing and risk models, so make sure you can explain complex concepts clearly.
✨Showcase Your Coding Skills
Since proficiency in Python is crucial, prepare to demonstrate your coding abilities. You might be asked to solve a problem on the spot, so practice writing clean, efficient code using libraries like NumPy and pandas.
✨Understand the Market Landscape
Familiarise yourself with fixed income products and the current market trends. Being able to discuss recent developments in securitised credit or longevity-linked exposures will show that you're not just technically skilled but also commercially aware.
✨Communicate Effectively
Prepare to explain your thought process and findings to both technical and non-technical stakeholders. Practise breaking down complex ideas into simpler terms, as this will be key in collaborating with traders and structurers.