Mondrian Alpha
Senior Market Risk C# Software Engineer – Tier 1 US Hedge Fund – Up to £400k TC
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I’m working with a Tier 1 US hedge fund looking to hire an exceptional Senior C# Software Engineer into its front-office Risk Engineering team in London.
This is a highly technical, front-office-oriented engineering role, sitting close to the firm’s investment and risk functions. You’ll build and scale business-critical systems used by Portfolio Managers, Risk Managers and senior investment leadership to understand portfolio behaviour, exposures and market risk across a complex global trading environment.
The technical challenges span quantitative risk analytics, distributed compute, large-scale data processing, real-time and batch pipelines, microservices and cloud architecture. This is not a traditional reporting or regulatory risk technology position – the systems you build sit close to portfolio decision-making and operate within a live automated trading environment where performance, reliability and engineering quality are critical.
Responsibilities
- Design and build scalable systems powering front-office portfolio and market risk analytics.
- Translate quantitative risk methodologies into robust, production-grade software.
- Build high-performance services in C#, with a strong focus on clean architecture and scalable design.
- Develop real-time and batch pipelines computing position and portfolio-level metrics.
- Build microservices and APIs exposing complex risk datasets and analytics to investment and risk users.
- Optimise distributed compute workloads and data-intensive analytics for performance and scale.
- Automate critical Risk workflows, including risk monitoring and limit management.
- Contribute to the continued development and modernisation of the firm's cloud-based risk architecture.
- Diagnose complex production issues within a live systematic trading environment.
- Partner directly with Risk Managers, quantitative teams and senior investment stakeholders.
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Requirements
- Strong professional software engineering experience with C#.
- Excellent CS fundamentals across software architecture, data structures, algorithms and modern development practices.
- Experience within a hedge fund, trading firm, investment bank or quantitative financial environment.
- Experience building risk, portfolio analytics, trading or other quantitative financial systems.
- Experience working with large-scale datasets, distributed systems and/or computationally intensive applications.
- Exposure to modern cloud platforms and CI/CD.
- Strong academic background in Computer Science, Mathematics, Engineering, Physics or another quantitative discipline.
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This is an opportunity to join an engineering-led, highly quantitative investment environment where technologists work directly alongside the business. You'll have significant ownership of technically challenging systems with direct exposure to the people responsible for managing portfolio risk and capital across the firm.
For exceptional candidates, my client anticipates offering a total compensation package of up to £400k, alongside an excellent benefits package.
To apply, respond directly to this advert or send your CV to [email address]. All applications will be treated confidentially.
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