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 one of APAC's deepest quant networks — 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 Duration Match: What Locked-Up Capital Does to the Senior PM Contract
Duration matching, applied to a hedge fund's people, is the practice of setting the exit terms of employment, from deferral vesting to notice to non-compete, to match the exit terms of the fund's capital. In the summer of 2026 the capital side termed out fast: D.E. Shaw moved its flagship to a four-year investor exit, Rokos tripled its redemption timeline in August, and Millennium went out for a record $20 billion of long-duration money. The employment paper is following the fund paper, and the practical consequence for anyone hiring is that the price of a senior portfolio manager is increasingly set by the contract they are leaving, before the negotiation about the contract they are joining has begun.
The Maintenance Hire: What Quant Equity Is Actually Paying For in 2026
The marginal quant-equity hire in 2026 defends an existing book rather than hunting a new signal. Published anomaly returns have fallen to near zero at institutional scale, decay accelerates with each research vintage, and repeated crowding unwinds have made book maintenance the scarce skill. Job specs, interviews, and pay structures are repricing accordingly.
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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