What are the responsibilities and job description for the Quant Pricing & Risk - Hedge Fund position at Mondrian Alpha?
A tier one multi-strat hedge fund is seeking highly analytical and technically minded professional to join its front-office aligned pricing and analytics platform, supporting sophisticated trading businesses across macro, commodities, equities, and derivatives markets.
This is a quantitative role sitting at the intersection of trading, analytics, risk, and technology. The mandate extends well beyond daily pricing oversight - focusing on the development of scalable pricing infrastructure, quantitative analytics, valuation methodologies, P&L explain, and real-time risk frameworks across complex trading portfolios.
What You’ll Do:
- Partner closely with Portfolio Managers, Quant Research, Risk, and Technology teams on pricing, valuation, and analytics challenges across a broad range of derivatives and structured products
- Contribute to the development and enhancement of real-time pricing, risk, and P&L infrastructure supporting global trading activities across multiple asset classes
- Support the design, implementation, and validation of pricing methodologies and analytical frameworks for complex products spanning equities, macro, commodities, fixed income, and volatility strategies
- Build and enhance automated tooling and analytical workflows using Python and related technologies to improve scalability, efficiency, and data quality across pricing and valuation processes
- Work directly with investment teams to investigate pricing dislocations, model behavior, market moves, and risk exposures in fast-moving trading environments
You’re a Good Fit If You Have:
- Strong quantitative and analytical capabilities, ideally gained within a hedge fund, investment bank, commodities trading house, or systematic trading environment
- Experience working with derivatives, structured products, or macro instruments across areas such as equities, commodities, rates, credit, FX, or volatility products
- A solid understanding of pricing models, risk sensitivities, volatility surfaces, curve construction, or P&L attribution methodologies
- Strong coding capabilities in Python, with experience using analytical libraries, large market datasets, and automation frameworks; SQL and broader data tooling experience are advantageous
Why Now?
As trading businesses continue to evolve across increasingly complex products and markets, investment platforms are placing greater emphasis on scalable quantitative infrastructure, real-time analytics, and sophisticated pricing frameworks.
This team plays a central role in that evolution - combining quantitative modelling, engineering, and market expertise to support investment decision-making at scale.