What are the responsibilities and job description for the Quant Credit Trader - Investment Management Firm position at Mondrian Alpha?
We are partnering with a leading global investment firm with a long-term, fundamentals-driven approach to deploying capital across fixed income and credit markets. The platform is known for its disciplined risk management, strong quantitative culture, and ability to invest across complex, often illiquid opportunities. With a growing presence in New York, the firm is actively expanding its US platform and building out a high-calibre front-office team.
They are looking to hire a Quantitative Risk / Credit professional into a hybrid front-office function that sits at the intersection of quant, trading, and investing. The role focuses on pricing, managing, and supporting the origination of complex exposures across a broad portfolio, working directly with senior stakeholders across trading, structuring, and asset origination. You will be involved in real investment decisions, with clear ownership and visibility from day one.
This is a rare opportunity to join a lean, high-impact team during a period of US growth, offering significantly broader exposure than a typical seat. The role is designed for individuals who want to move beyond siloed responsibilities and develop a well-rounded front-office skillset spanning pricing, risk, and portfolio construction.
What They Are Looking For
- 3–7 years of experience in a quantitative, trading, or risk-focused role within financial markets
- Strong understanding of fixed income, interest rate products, and/or credit instruments
- Experience in structured credit, lending, mortgages, or derivatives is beneficial but not essential
- Strong quantitative foundation (e.g. mathematics, physics, engineering, or related discipline)
- Proven analytical and problem-solving skills, including experience with modelling and valuation
- Ability to learn quickly and operate across multiple asset classes and product types
- Commercial mindset with an interest in applying quantitative tools to real investment decisions
- Strong communication skills and ability to work in a collaborative, front-office environment
What You Will Be Doing
- Pricing and managing complex, often illiquid credit exposures across the investment portfolio
- Supporting the underwriting and structuring of transactions across asset classes such as mortgages, infrastructure, and private credit
- Applying quantitative techniques to valuation, risk analysis, and portfolio impact assessment
- Working closely with trading, structuring, and asset origination teams to support investment decisions
- Monitoring and managing exposure to interest rate and derivative risks
- Contributing to the continued build-out of the US platform
- Developing a broad, front-office understanding of portfolio construction and risk
If you are looking for a role that combines quantitative depth with real investment responsibility and offers the opportunity to operate across products rather than within a narrow silo, this is a genuinely differentiated opportunity. You will gain exposure to complex, high-value transactions, work alongside senior decision-makers, and play a meaningful role in the continued growth of the US business.
To apply, either follow the application process or send your resume directly to jimmy.xu@mondrian-alpha.com