Senior Quantitative Strategist - Leading Global Macro Hedge Fund - Excellent Compensation + Benefits

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. To apply, either respond to this advert or send your CV directly to sasha.duquesne@mondrian-alpha.com