Quant Strategist/Developer - Hedge Fund - Up to $750K TC

Responsibilities: Act as a quantitative partner to trading and analytics teams, supporting the design and evolution of risk, P&L, pricing, and analytics tools. Translate business and trading requirements into clear quantitative and functional specifications for engineering teams. Work closely with technologists to validate analytics and models, and help guide prototypes into scalable, production-ready systems. Analyze market data and system outputs to ensure results are intuitive, consistent, and aligned with market behavior. Coordinate across trading, quantitative, and technology stakeholders to ensure quantitative solutions are delivered accurately and efficiently. Maintain and enhance existing analytics and tools as market conditions, products, and systems evolve.

Requirements: 2–7 years of experience in a quantitative role (e.g. QA, QR, QD, or desk-facing analytics).Strong quantitative foundation. Broad understanding of financial markets and market data. Proficiency in Python and/or C++; ability to work with large analytics libraries and data-driven systems. Comfortable interpreting risk and P&L outputs and assessing whether results make sense in real trading conditions. Strong communication skills and the ability to work effectively across traders, quants, and engineers. Enjoys operating in a fast-paced, front-office environment with frequent context switching. To apply, directly submit your CV to this job posting, or email to jimmy.xu@mondrian-alpha.com.