Mondrian Alpha

Mondrian Alpha is seeking a Senior Platform Engineer to design, build, and maintain a scalable cloud infrastructure platform used by developers and quant teams in London. The role focuses on automated, self-service deployment and high availability across critical systems. You will work with cross-functional teams, leveraging Kubernetes, IaC, and modern DevOps practices. Strong Golang or Python skills are highly desirable, with a chance to influence architecture from day one.

One of the world's leading and most pioneering hedge funds in quantitative investing is looking to make a key Product Specialist hire as part of its continued growth. This individual will take on the lead Product Specialist role in the London office. The successful candidate will join the firm's EMEA Business Development Group, reporting into the Global Head of Product Specialists, and will sit within a small, technically-minded team acting as the bridge between research and sales. They will have client exposure from an early stage, acting as the technical voice of the sales team in pitches and investor meetings. Core responsibilities will include representing the firm's quantitative strategies to institutional investors, translating complex research and portfolio construction concepts into clear, credible messaging, and supporting the investor relations team on technical documentation. This is a rare opportunity to join one of the most established and well-regarded quantitative managers in the world during a sustained period of growth. The firm is looking for candidates with around 5 to 10 years of experience, and is particularly open to individuals from a quantitative research background, whether within a hedge fund or a stats-heavy team at an investment bank, who are looking to move client-side. Strong technical grounding matters more than prior sales or IR experience: candidates should have a genuine quantitative skill set, advanced coding ability (ideally Python), comfort discussing systematic strategies in depth, and a real interest in machine learning. The ability to translate this for a non-technical audience and a genuine desire to build client relationships is essential; prior client-facing experience is a plus but not a prerequisite. The role offers leading compensation, including the ability to invest in the firm's funds without fees, alongside genuine long-term progression within a business known for low turnover.

Mondrian Alpha in London seeks a Fund Controller to own the full financial cycle across a portfolio of closed-ended funds. You will deliver quarterly NAVs, capital calls and distributions, LP reporting, fund financing and FX hedging, while helping develop dashboards and supporting junior team members. The role offers a clear ownership path as the firm scales. You will be ACA-qualified with 6-8 years in fund finance, with experience across private credit, real assets or private equity.

Mondrian Alpha in London is seeking a lead Product Specialist to bridge research and sales, representing quantitative strategies to institutional investors and owning client-facing engagements. You will translate complex research and portfolio concepts into clear messaging for pitches and investor meetings, and support investor relations with technical documentation. This opportunity sits in a small, technically minded team with long-term progression.

My client, a boutique hedge fund, is seeking a Senior Platform Engineer to join their London team. The successful individual will be responsible for designing, building, and maintaining a highly scalable and reliable infrastructure platform used by developers and quant teams. You will work closely with cross-functional teams to deliver a fully automated, self-service platform, ensuring seamless deployment and high availability across critical systems. This is an opportunity for someone to build a team from scratch and make an impact from day one. You should have strong experience managing cloud infrastructure (Azure preference, with a deep understanding of Kubernetes, Infrastructure as Code, and modern DevOps practices. Strong programming ability in languages such as Golang or Python is highly desirable. Ideal candidates should have experience with the below: Designing, building, and maintaining scalable cloud infrastructure using Infrastructure as code Automating infrastructure provisioning and management processes at scale Strong experience with Kubernetes and container orchestration Building and maintaining CI/CD pipelines My client has committed to paying a strong increase on any base salary and is known for offering highly competitive bonuses. In addition, they provide an excellent benefits package and a collaborative, high-performance environment where engineers are empowered to make an impact.

Mondrian Alpha, a leading hedge fund, seeks a Quantitative Strategist to join its Front Office Quantitative Development & Strategy team. The role sits alongside Portfolio Managers and investment teams to build quantitative tools for trading, alpha generation and risk management across a multi-asset platform. You will develop real-time P&L and risk systems, implement trading signals, create backtesting frameworks and apply AI to enhance research workflows.

We are working exclusively with a highly regarded global alternative asset manager to appoint a Fund Controller. The firm invests across private credit and asset-backed strategies, with a growing portfolio of closed-ended funds and a lean, high-calibre finance team in Central London. This is a true ownership seat at a firm with a strong culture and a clear growth trajectory. Reporting into the FD - an experienced operator who is known as an excellent mentor - you will own the full financial cycle across a portfolio of closed-ended funds. Responsibilities cover quarterly NAVs, capital calls and distributions, LP reporting, fund financing, FX hedging etc. Alongside this you will cover fund performance reporting and help to develop dashboards. You will support junior team members and have visibility across the wider platform, with a path to becoming the day-to-day finance lead as the firm continues to scale. We are looking for a qualified accountant (ACA or similar) with six to eight years of relevant experience in fund finance, ideally from an in-house function at an alternative asset manager. The asset class is less important than the structure - strong candidates from private equity, infrastructure or real estate backgrounds will be equally well considered alongside private credit. What matters is strong closed-ended fund accounting experience, technical rigour, and the drive to take real ownership in a lean team. The role offers total compensation of up to £150k depending on experience, with good potential to grow in a quickly expanding company and take ownership of the fund finance function - with a broad scope of work to get stuck into. 1-day WFH, strong bonus and good pension.

My client, a Leading US Systematic Hedge Fund, are seeking an experienced Quantitative Developer to sit on desk work directly for Portfolio Manager within their London office. In this role you will sit on desk and work closely with a new portfolio manager to help him build out his trading and research infrastructure to support their investment strategy. In particular, you will be working closely with quantitative researchers to develop and implement algorithms and help with strategy optimisation. You will be joining a highly successful portfolio manager, imbedded within a highly successful investment team, and will have continuous exposure to and interaction with Traders and Senior Management. Requirements: Strong programming skills in Python 5+ years of experience on desk experience designing and developing live trading infrastructure at a financial institution Experience handling connections to execution/order management systems Experience with SQL, database design, and large datasets Willing to take ownership of his/her work, working both independently and within a small team Commitment to the highest ethical standards Master's in computer science or software engineering A successful candidate must come from financial services and have an in-depth and excellent understanding of Python My client anticipates to pay a strong performer upwards of £400k 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.

A high-profile, multi-billion dollar AUM global Hedge Fund are looking to hire a London based Talent Acquisition Lead. Whilst the role will be based out of London, the role will have a core focus on the development & expansion of international offices (the focus of the remit is on non-investment business functions). The hire will have the opportunity to develop a broader talent team in time. There is also a more immediate expectation that the hire will make improvements to the firm's existing hiring process, front-to-back, including a more standardised hiring structure / process rolled out across all of the firm's international offices. There is also a belief that the systems / infrastructure currently being used in 'talent' could be improved - the new hire would play a leading role on this project. Candidates should ideally be experienced talent acquisition professionals currently working for industry recognised hedge fund / prop-trading firms, however banking candidates, or high performers in agency firms / executive search looking to move in-house, could also be considered. Experience working at high-volume, with speed and with a clear a skillset to manage a large buildout is key.

I'm working with a leading systematic hedge fund in New York that is seeking an elite C# Developer to join its Risk Development team in London. This is a front-footed technical role in one of the most business-critical engineering groups in the firm - focused on designing and scaling cutting-edge risk systems that power real-time and historical analytics for PMs, risk officers, and senior leadership. As part of this team, you'll be building foundational components to support stress testing, equity factor models, VaR, risk decomposition, and analytics tooling. You'll also contribute to scaling the firm's large-scale data systems and driving modernization efforts across risk technology. You'll work in a highly technical environment using Python and have the opportunity to contribute to high-performance architecture, cloud-based data platforms (AWS, Snowflake, Redshift), and streaming technologies (Kafka). Responsibilities Design and build scalable systems for risk analytics, stress testing, VaR, and multi-factor risk modeling across asset classes. Develop and maintain high-performance services in an OOP language, with strong focus on clean architecture and modular design. Own the full lifecycle of solutions from conception to deployment, including data storage, transformation, analysis, and visualisation. Collaborate with risk managers, PMs, and other engineering teams to deliver production-grade risk tools and analytics. Drive innovation within risk infrastructure, leveraging modern technologies to modernize data processing and enhance system resiliency. Provide Level 3 production support for global users and continuously iterate based on business feedback. Requirements Expertise in Software development, with deep understanding of software design principles and system architecture. Strong experience with relational databases and data modelling for large-scale analytical applications. Background in risk technology or quantitative engineering within the financial services industry. Excellent written and verbal communication skills; able to translate technical ideas into actionable business value. Proven track record of ownership and delivery in high-performance, high-stakes environments. My client anticipates to pay a strong performer upwards of $400k 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.

Mondrian Alpha in London seeks an experienced Quantitative Developer to sit on a desk with a Portfolio Manager, building and enhancing trading and research infrastructure to support the investment strategy. You will work closely with quantitative researchers to develop and implement algorithms and help with strategy optimisation. The role requires strong Python, 5+ years on-desk experience designing live trading systems, and familiarity with execution/OMS connections, SQL, and large datasets.