C# Developer – Quantitative Investment Firm

5 days ago

London Area, United Kingdom Mondrian Alpha Full time

C# Developer – Quantitative Investment Firm - Systematic Equities - London Join one of the world’s leading quantitative investment firms, a global powerhouse in systematic trading, competing at the highest levels with Jane Street and Citadel Securities. Operating at the intersection of technology, research, and finance, the firm is renowned for its scientific rigor, collaborative engineering culture, and commitment to pushing the limits of modern computation in global markets. The London-based hedge fund arm is focused exclusively on systematic cash equities, leveraging cutting-edge infrastructure and research from a broader group of technology-driven investment entities. The Role As a Risk Developer within the Systematic Cash Equities team, you will design and deliver the next generation of market risk and treasury systems that underpin the firm’s systematic equities strategy. You’ll be part of a highly technical team of engineers working across front-office and risk functions, developing performant, cloud-ready, and resilient systems that power real-time decision-making. This is a hands-on engineering role, combining C# and Python development with deep market risk understanding to modernize the firm’s risk stack and build high-quality software supporting trading and analytics. Key Responsibilities Build and enhance risk management tools and infrastructure for systematic cash equities trading. Develop in C# and Python, implementing scalable, low-latency, and cloud-integrated systems. Collaborate with treasury, operations, and research teams to improve data quality, performance, and reporting. Work closely with the CRO to design risk controls, exposure frameworks, and analytics dashboards. Contribute to the ongoing cloud migration and modernization of risk and data systems. Support delivery of a single-strategy systematic equities platform - execution, risk, and treasury all integrated. Ideal Candidate Strong software engineering background, ideally within a hedge fund or sell-side risk technology function. Deep familiarity with market risk concepts (VaR, sensitivities, exposure, stress testing). Proven experience coding in C# (core requirement) and Python (for scripting, data integration, and automation). Understanding of systematic trading environments and cash equities workflows a plus. Cloud-native mindset with exposure to Azure or AWS, microservices, and CI/CD pipelines. Excellent problem-solving skills, pragmatic approach, and ability to thrive in a high-performance environment. Team & Structure Team of 15 developers across risk, treasury, and operations Individual contributor role (no line management) Working closely with the Chief Risk Officer. Why Join Top-of-market compensation and bonuses. 35 days annual leave £20 daily lunch allowance via Just Eat Private healthcare and on-site café £25,000 fertility support benefit per employee Work-life flexibility: up to 4 WFH days per month. Backed by one of the most successful technology-driven investment organisations globally. Exposure to world-class engineering, computing, and research infrastructure.

  • C# Developer – Quantitative Investment Firm

    5 days ago

    London Area, United Kingdom Mondrian Alpha Full time

    C# Developer – Quantitative Investment Firm - Systematic Equities - LondonJoin one of the world’s leading quantitative investment firms, a global powerhouse in systematic trading, competing at the highest levels with Jane Street and Citadel Securities. Operating at the intersection of technology, research, and finance, the firm is renowned for its...

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