full-time
Lead Quant Engineer (Pricing)– Leading UK Global Hedge Fund– Excellent Compensation + Benefits
Mondrian Alpha
- Employer
- Mondrian Alpha
- Location
- New York
- Working pattern
- on-site
About the role
Evaluate, manage, and enhance equity and fixed-income derivatives pricing models, assessing their assumptions and suitability for business and risk needs. Partner with Portfolio Managers and other teams on alpha and relative-value research, backtesting, and production-ready real-time P&L, risk, and portfolio analytics tools. Requires at least seven years of experience in a quantitative financial markets role, strong knowledge of equity and fixed-income derivatives pricing, and strong Python skills with numerical and scientific computing libraries. Candidates should also have SQL and market-data familiarity, sound commercial judgment, and an advanced degree in a quantitative discipline; experience with C++, C#, or similar languages is advantageous.