mondrian alphaNew York, NY
Quantitative Strategist - Top Global Hedge Fund
Quantitative Strategist - Top Global Hedge Fund
Quantitative Strategist - Top Global Hedge Fund
mondrian alphaNew York, NY
10 days ago
Portfolio Management and Investment AdviceMiscellaneous Financial Investment ActivitiesInvestment Banking and Securities Intermediation
Apply for this role (opens in a new tab)We are a global, multi-strategy investment firm with a culture built on intellectual rigor, close collaboration, and direct access. This is a rare seat — one that sits at the intersection of quantitative research, systematic development, and active desk engagement. You won't be siloed. You will work alongside portfolio managers, traders, and researchers who expect you to contribute across the full spectrum of the investment process, from signal ideation through live implementation.
High-visibility role for a quant strat who is ready to move beyond back-office research and embed themselves directly in how capital is deployed. You'll have a named seat on the desk, a voice in real decisions, and genuine mentorship from senior investors.
What You’ll Do:
Research & Alpha Generation
Design and test systematic signals across equity, rates, and/or macro markets
Develop and own factor frameworks from idea through portfolio integration
Conduct rigorous empirical research with a strong emphasis on out-of-sample robustness
Present findings directly to portfolio managers and investment committee
Development & Infrastructure
Build and maintain production-quality research and analytics pipelines
Improve the team's tooling for backtesting, risk attribution, and performance analysis
Collaborate with technology to scale research into live systems
Own your code end-to-end — from research notebook to deployed strategy
Desk Work & PM Support
Partner with traders and PMs on real-time analytics and risk monitoring
Support investment decisions with quantitative framing and data-driven insight
Contribute to portfolio construction discussions and sizing decisions
Build relationships across the firm's investment teams globally
Who You Are:
2–5 years of experience as a quantitative strategist, quant researcher, or quant developer at a hedge fund, asset manager, prop trading firm, or investment bank
Advanced degree (MS or PhD preferred) in mathematics, statistics, physics, computer science, financial engineering, or a related quantitative discipline
Deep proficiency in Python; experience with scientific/data stack (pandas, numpy, scipy, scikit-learn); SQL and data engineering exposure a strong plus
Track record of taking research from conception through production - you understand what it takes to make something live, not just publishable
Genuine intellectual curiosity about markets - you read widely, form views independently, and can articulate the economic intuition behind your models
Comfortable communicating quantitative ideas to non-quant audiences - this role demands both technical excellence and real interpersonal presence
High standards and low ego - you thrive in a collegial, high-performance environment where the best idea wins regardless of seniority
Why this role
Many quant roles offer one of three things: great research, strong development, or desk access. This role is one of the few that genuinely offers all three - in a firm small enough that you'll know every senior investor by name, and large enough that the resources, data, and market access are world‑class. The culture is unusually direct. You will be seen, heard, and developed
Also on the board Same function, level within a rung
Level
Senior
Location
New York, NY
Occupation
Financial Quantitative Analysts
Industry
Portfolio Management and Investment Advice
Posted
10 days ago