Quantitative Strategist – Leading UK Hedge Fund – Excellent Compensation + Benefits Full Time NEW

My client, a leading UK Hedge Fund, is seeking a Quantitative Strategist to join its growing quantitative team.

This role sits at the intersection of markets, advanced mathematics, and software engineering, working closely with traders and structuring teams on the pricing, execution, and risk management of complex assets and long-dated liabilities, including fixed income, securitised credit, and pension-related products.

You will help design and deliver the quantitative models and systems that underpin investment decisions and new product development, in an environment that places rigorous financial mathematics and high-performance analytics at the core of its investment process.

The ideal candidate will be a strong quantitative problem solver with excellent programming skills and experience (or strong interest) in financial markets, capable of delivering robust, high-performance analytics in a production setting.

Responsibilities

• Develop, validate, and enhance pricing and risk models for a wide range of assets and pension-related liabilities.
• Analyse trades and asset origination opportunities in close partnership with traders and structuring teams.
• Build and maintain scalable quantitative tools and systems to support execution, valuation, and ongoing risk management.
• Apply advanced financial mathematics to model embedded options, cash flows, and long-dated risk exposures.
• Contribute to the development of models and infrastructure supporting new asset classes and product structures.
• Communicate complex quantitative concepts clearly to both technical and non-technical stakeholders.

Requirements

• Strong academic background in a quantitative discipline (e.g. Mathematics, Physics, Engineering, Computer Science).
• Excellent programming skills in Python, C, C++, or similar high-performance languages.
• Proven experience developing and validating pricing and/or risk models within a financial services environment.
• Solid understanding of fixed income products, with exposure to securitised products, derivatives, or long-dated liabilities preferred.
• Knowledge of financial mathematics and stochastic calculus is highly desirable.
• Commercial mindset, strong problem-solving ability, and a “get-things-done” attitude

My client anticipates to pay a strong performer upwards of £300k year 1 total compensation package. As well as a market-leading compensation package, they offer exceptional benefits including a top-tier healthcare package, fully subsidised qualifications plus breakfast and lunch paid for each day.

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