Executive Search for Quantitative Finance
Talent is equally distributed globally.
Opportunity is not.
We place senior portfolio managers, quant researchers, and trading leaders across hedge funds, market makers, multi-strategy platforms, and systematic investment firms — globally.
Global Reach
Active in New York, Hong Kong, Dubai, London, and Singapore. Seven years building APAC's deepest quant network — now expanding that advantage to US, Gulf, and European mandates.
Quant Specialisation
Built entirely within quantitative and systematic finance — our network spans stat-arb PMs, macro quants, high frequency traders, ML researchers, and execution specialists at the world's leading systematic funds.
Senior Network
No junior sourcing. Every search draws on a curated network of senior specialists built over a decade of focused market engagement.
Representative Placements
Head of US Options Trading
Global Market Maker
Global Head of Quant R&D
Sovereign Wealth Fund
Senior D1 PM / Partner
Global Hedge Fund
Senior PM, Fixed Income
Multi-Strategy HF
Senior PM, ECM
Global Hedge Fund
Head of Market Making, APAC
Market Maker
Head of D1 Trading
Crypto Market Maker
Senior Volatility Trader
Quantitative Hedge Fund
Lead Options Analyst
Market Maker
Quant Researcher
Systematic Equity Fund
Head of Options Trading Infra
Global Market Maker
Head of Trading
Prop Trading Firm
Senior Portfolio Manager
Quantitative Macro Fund
ML Research Lead
Systematic Fund
Insights
Market Intelligence
The Funding Stack Problem: How Prime Broker Concentration Became the Next Multi-Strategy Due Diligence Front
With hedge fund gross borrowing at a record $6.225 trillion, multi-strategy platforms running at roughly 12x gross leverage, and Basel III Endgame reshaping bank capacity through 2028, the question 'who are your prime brokers — and how concentrated?' has moved from operational footnote to core allocator diligence. Leading BD teams are already reframing the answer.
One Year After Liberation Day: What the Tariff Stress Test Taught Allocators About Quant Model Fragility — and How the Due Diligence Playbook Has Evolved
A year on from Renaissance's $1.6 billion April drawdown and the worst CTA losses in a decade, the lessons of Liberation Day are no longer a talking point — they are baked into how sophisticated allocators diligence quantitative managers. With the Supreme Court's tariff ruling and March's geopolitical shock keeping policy risk squarely on the table, the allocator playbook that emerged from April 2025 matters more than ever.
Ready to find exceptional talent?
We work with a small number of firms at any given time to maintain quality and focus.
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