Bayes Group

Executive Search for Portfolio Managers, Traders and Researchers


Talent is equally distributed globally.
Opportunity is not.

Bayes Group is executive search for quantitative finance: confidential searches for portfolio managers with a book, heads of desk and senior quant researchers at hedge funds, platforms and trading firms. We build long relationships with the small number of people whose books move markets, and stay with them as advisers throughout their careers.


Global Reach

Headquartered in New York, with Hong Kong and London coverage. Seven years building one of APAC's deepest quant networks, now brought to bear on US, Gulf, and European mandates.


Quant Specialisation

Built within quantitative and systematic finance: stat-arb PMs, macro quants, high-frequency traders, ML researchers and execution specialists at systematic funds and market makers worldwide, with the same senior coverage of discretionary books.


Senior Network

No junior sourcing. Every search draws on a curated network of senior specialists built through years of focused engagement with the market.

Representative Placements

Head of US Options Trading

Global Market Maker

Chicago

Global Head of Quant R&D

Sovereign Wealth Fund

Gulf

Senior D1 PM / Partner

Global Hedge Fund

Asia-Pacific

Senior PM, Fixed Income

Multi-Strategy HF

New York

Senior PM, ECM

Global Hedge Fund

Hong Kong

Head of Market Making, APAC

Market Maker

Asia-Pacific

Head of D1 Trading

Digital-Asset Market Maker

Asia-Pacific

Senior Volatility Trader

Quantitative Hedge Fund

Hong Kong

Lead Options Analyst

Market Maker

Hong Kong

Quant Researcher

Systematic Equity Fund

New York

Head of Options Trading Infra

Global Market Maker

Chicago

Head of Trading

Prop Trading Firm

Chicago

Senior Portfolio Manager

Quantitative Macro Fund

London

ML Research Lead

Systematic Fund

Hong Kong

Insights

Quant hiring intelligence, published weekly.

All 47 pieces →

Leaving the Quote for the Book: The Single Stock Volatility PM's 2026 Decision

A single stock volatility portfolio manager is a trader who runs a book of listed options on individual companies against a platform's capital, keeps a contracted share of its profit and is stopped out at a defined loss. In 2026 the options market makers he would leave printed the best year in their history, the platforms that want him are paying guarantees that are clawed back if he leaves within two years, and the non-compete between the two seats can run to twenty-four months. What the move buys, what it costs, and the three dates before the December 2026 expiry that decide it.

5 Oct 2026Volatility & Options DesksFor Talent
15 min→

Hedge Fund PM Hiring in 2026: The Money Arrived Before the Chairs

Hedge fund PM hiring is the process by which a multi-strategy platform finds, evaluates and contracts a portfolio manager to run a defined book of the firm's capital. In 2026 it is the constraint on how fast new capital gets put to work: multi-strategy platforms took in about $500 billion in the year to September 2026, growth of roughly 25 percent, while their headcount grew 10 to 11 percent. The gap is being bridged with allocations to external managers, larger guarantees and bigger in-house recruiting teams, and each of those bridges carries a cost that a platform's chief operating officer is now pricing.

28 Sep 2026Quant Portfolio Manager HiringFor Firms
14 min→

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