Senior Quantitative Developer (C#/.NET) – Tier 1 Multi-Strat Hedge Fund – Excellent Compensation + Benefits

Location: New York, United States   Sectors   

This is a hands-on, front-office–adjacent engineering role where you’ll design and scale core pricing, analytics, and portfolio/risk workflows in C#/.NET, partnering directly with world-class quants and PMs to deliver systems they rely on for real-time decision-making.

You’ll join a small, high-impact Quantitative Development team that owns critical front-to-back infrastructure, from messaging and data models through to APIs and observability—driving platform standards, reliability, and modern engineering practices across the firm.

Responsibilities

  • Design, develop, and maintain scalable, high-performance C#/.NET services for real-time pricing, analytics, and portfolio/risk workflows across multiple asset classes.
  • Own projects end-to-end: gather requirements from PMs, Quants, Risk and Data, produce technical designs, and deliver production-grade software.
  • Architect and extend distributed, messaging-driven systems to support low-latency, reliable data and analytics delivery.
  • Help define and enforce platform standards around APIs, messaging schemas, data models, testing strategy, and deployment processes.
  • Improve platform reliability via better observability, performance tuning, and robust failure handling; participate in on-call/support rotation for business-critical systems.
  • Mentor other engineers, contribute to design/code reviews, and act as a technical leader within the Quantitative Development team.

Requirements

  • 7+ years of professional software engineering experience with deep expertise in C# and the .NET ecosystem.
  • Strong background designing and building distributed, real-time systems using messaging technologies.
  • Solid T-SQL skills and practical experience with data modelling for high-throughput analytical applications.
  • Proven track record of delivering robust, high-quality software in fast-paced, high-stakes environments.
  • Excellent communication, analytical, and problem-solving skills; comfortable working directly with PMs, quants, risk managers and other stakeholders.
  • Nice to have: experience with real-time risk analytics platforms, React/Angular front ends, Python interop with .NET, Excel-based tooling, and modern observability/CI/CD/containerisation stacks (e.g. Grafana, Prometheus, Kubernetes, TeamCity/GitHub Actions).

My client anticipates paying up to $600k total comp, alongside excellent benefits and the opportunity to work on highly impactful systems at scale.

To apply, either respond to this advert or send your CV directly to sasha.duquesne@mondrian-alpha.com