Mondrian Alpha · 1 day ago
Senior Quantitative Developer (C++) – Tier 1 Multi-Strat Hedge Fund – Excellent Compensation + Benefits
Mondrian Alpha is a leading global multi-strat hedge fund seeking a Senior Quantitative Developer to join its internal systematic investment pods in New York. This highly technical role focuses on improving research and trading workflows for portfolio managers and quantitative researchers, building scalable tooling that enhances the transition from alpha research to live trading.
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Responsibilities
Design and build generalised frameworks to onboard, enrich, and manage new datasets across the research platform
Develop and maintain a suite of data quality, validation, and statistical testing tools applied across all datasets
Automate daily reporting of data quality and integrity metrics based on business priorities
Implement tooling to capture and operationalise research processes, including MLOps-style workflows
Enhance and scale backtesting frameworks and other core researcher workflows
Partner closely with quantitative researchers to understand workflows and translate requirements into robust technical solutions
Qualification
Required
5+ years of experience in object-oriented programming, with C++ or Java strongly preferred
Strong Python development skills
Solid understanding of computer science fundamentals and design patterns
Strong financial domain knowledge, particularly within quantitative research and systematic trading workflows
Familiarity with MLOps concepts and tooling
Experience with Linux and KDB+ is a plus
Exposure to AWS, scheduling/orchestration tools, and modern data infrastructure is desirable
Excellent communication skills and a strong sense of ownership with a proven delivery track record
Benefits
Top-tier healthcare package
Fully subsidised qualifications
Breakfast and lunch paid for each day