Mondrian Alpha
Quantitative Strategist | London | Buy-Side Investment Firm

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Build the Next Generation of Investment Technology
We're partnering with one of London's most sophisticated investment firms to hire an exceptional Quantitative Strategist.
This is an opportunity to work directly alongside Portfolio Managers, researchers, and investment professionals, building technology and quantitative solutions that influence real investment decisions across a diverse range of global markets.
Rather than operating as part of a large production engineering team, you'll own complex problems end-to-end—developing tools, models, and infrastructure that enhance alpha generation, portfolio construction, risk management, and execution.
The environment is intellectually demanding, highly collaborative, and deliberately non-bureaucratic. Good ideas win, ownership is encouraged, and exceptional engineers are trusted to make meaningful technical decisions.
The Opportunity
You'll become part of a highly regarded quantitative technology team working at the intersection of software engineering, systematic research, and discretionary investing. The role spans everything from building real-time analytics platforms to developing research tooling, implementing trading signals, and applying machine learning techniques to improve investment workflows.
You'll work directly with senior investment professionals, giving you exposure rarely available outside the world's leading investment firms.
Reasons to use Rodeo
I’m in my final year doing Economics and I don’t know whether to apply for grad schemes now or do a masters first. What do you think?
Honest answer — it depends on where you want to end up. A lot of top grad schemes (Big 4, civil service, banking) don’t need a masters. Let’s look at the ones you’d be competitive for now, and we can decide if a masters actually adds anything.
Also worth knowing: most autumn 2026 applications are open now. Timing matters more than you think.
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Grad scheme, placement, apprenticeship? Not sure what you want yet — that's fine. Your agent talks it through with you and turns "I have no idea" into a shortlist.
Graduate Consultant — 2026 Scheme
Why you're a good match
StrongYour economics background and your summer at a regional bank line up with what PwC looks for on the consulting scheme. Applications close in four weeks.
See breakdownIt searches the market for you
Every day your agent scans the market matching roles against what actually matters to you, not just keywords on a CV.
Why you're a good match
You’ve got the grades and the economics background, and your bank internship is exactly the experience this scheme looks for. Apply soon — deadlines close within the month.
Experience fit
Your summer at the bank plus your econometrics coursework map directly to the day-one responsibilities on this scheme — client modelling, market briefings, and deal support.
Only hits
No noise. No "maybe this fits." Just roles with a clear explanation of why they're right — and where to focus when applying.
Projects typically include:
- Building high-performance real-time P&L, exposure, and risk analytics.
- Developing quantitative research platforms and interactive portfolio management tools.
- Designing and implementing trading signals across multiple asset classes.
- Building scalable research infrastructure and back-testing frameworks.
- Applying AI and machine learning to improve research productivity and investment decision-making.
- Developing quantitative models and analytics used directly by Portfolio Managers.
- Working on large-scale data engineering and analytics challenges.
- Partnering with researchers and investment teams to solve entirely new problems rather than maintaining legacy systems.
Technology
You'll work with a modern technology stack including:
- Python
- Pandas
- NumPy
- SQL
- Cloud and distributed compute environments
- Machine Learning & AI tooling
- Data visualization and analytical frameworks
Exposure to technologies such as C#, C++, R, or similar languages is advantageous but not essential.
What We're Looking For
We're interested in exceptional problem solvers who enjoy applying technology to financial markets.
You'll likely have:
- 2-5+ years' experience within a buy-side, sell-side, or proprietary trading environment.
- Experience as a Quantitative Strategist, Quant Developer, Quantitative Research Engineer, or similar front-office technology role.
- Strong Python development skills.
- Excellent numerical and analytical ability.
- Experience working with large, complex datasets.
- Solid SQL knowledge.
- An academic background in Mathematics, Physics, Engineering, Computer Science, Statistics, Quantitative Finance, or another highly mathematical discipline.
- Excellent communication skills and the ability to work closely with investment professionals.


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Why This Role
Top candidates join because they want to work somewhere they can have genuine influence.
Here you'll find:
- Direct exposure to Portfolio Managers and investment decision-making.
- Interesting technical challenges with measurable commercial impact.
- A broad mandate across multiple asset classes and investment strategies.
- Significant autonomy and ownership from day one.
- Access to modern AI, quantitative research, and software engineering techniques.
- A collaborative, low-ego engineering culture where innovation is encouraged.
- Long-term thinking without unnecessary bureaucracy.
- Excellent career progression and highly competitive compensation.
If you're looking for a role where outstanding engineering and quantitative thinking directly shape investment performance, we'd be delighted to speak with you.
“It took my CV and asked me questions relevant to understanding what kind of jobs to suggest for me. Suggestions were almost perfect. Jobs were exactly what I’ve been looking for.”
Jessica, London
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