Quantitative Strategist

Mondrian Alpha
Closing date
6 May 2021

Job Details

Our client is a successful, multi-billion pounds fund involved in notable transactions across various market areas. They are the largest specialist in their sector, serving 170+ clients.

Since their inception, their teams have continued growing at a fast pace, with particular focus to the Strategists group, which occupies the intersection of finance, markets, maths, computer science, and programming.

The team:

Working side by side with the firm's trading, sales, banking and investment management professionals, members of the Strat business unit use their mathematical and scientific training to create financial products, advise clients on transactions, measure risk and identify market opportunities.

Strategists sit at the core of the firm's front office quant team. They use advanced quantitative techniques to model the company's balance sheet and its exposure to a variety of liquid and illiquid risks. These models are used to determine, analyse and hedge the firm's regulatory capital requirements, and are central to risk management, new business and investment strategy.

As the team models the whole balance sheet, they have a strong working knowledge of valuation models, asset liabilities, capital requirements and balance sheet dynamics.

The ideal candidate will be a "hands-on" Quant Analyst/Developer , willing to learn about multiple new asset classes and valuation regimes, and to handle both the model design and the implementation of their projects.

Skills and Experience:


· Advanced quantitative skills (typically evidenced by a degree in maths, physics, computer science, engineering, etc.)

· Excellence in applied programming skills - Python, C, C++ or other major languages.


· Knowledge of financial mathematics and stochastic calculus.

· Understanding of Fixed Income products and derivatives.

· Experience in creating and validating pricing and/or risk models for use in a financial services organisation.

The firm offers a competitive compensation package and a collaborative, start-up like environment.

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