Quantitative Portfolio Manager Search
The quant PM headhunter built for the hardest searches
Bayes Group is a specialist quantitative portfolio manager executive search firm. We focus exclusively on senior investment talent for hedge funds, multi-strategy platforms, and systematic asset managers — placing portfolio managers who are rarely visible to the broader market.
Why Quant PM Search Is Different
The best quantitative portfolio managers are not on the market
Senior quant PMs sit at the intersection of deep technical skill and proven investment judgment. They manage substantial capital, operate with significant autonomy, and are well compensated. The vast majority are not responding to job advertisements or recruiter outreach from generalists. Reaching them requires domain credibility, discretion, and an existing relationship — or the ability to build one quickly on substance.
This is where a specialist quant portfolio manager recruiter differs fundamentally from a broad executive search firm. At Bayes Group, our conversations with candidates begin with strategy, not job specifications. We understand the difference between a medium-frequency stat arb book and a cross-sectional equity momentum strategy, and that distinction shapes every aspect of how we evaluate fit — from infrastructure requirements to risk culture to compensation structure.
Confidentiality is non-negotiable. Many of the searches we conduct are for newly seeded pods or strategic hires where discretion protects both the hiring firm and the candidate. We operate on a retained basis exclusively, which ensures alignment and allows us to invest the time these mandates demand.
Strategy Coverage
Deep expertise across quantitative and systematic strategies
Quant Equity Long/Short
Factor-driven and statistical equity strategies across developed and emerging markets, including market-neutral and variable-beta approaches.
Systematic Macro
Trend-following, carry, and multi-asset momentum strategies executed through futures, FX, and rates instruments.
Statistical Arbitrage
High-frequency and medium-frequency mean-reversion, pairs trading, and cross-sectional momentum across equities and futures.
Volatility & Options
Relative value volatility, dispersion trading, variance swaps, and systematic options strategies across indices and single names.
Relative Value
Capital structure arbitrage, convertible bond arbitrage, and cross-asset relative value strategies at multi-strategy platforms.
Commodities
Systematic and discretionary commodity strategies spanning energy, metals, and agriculture across physical and derivative markets.
Global Reach
Quantitative portfolio manager executive search across five major hubs
Quant PM talent is globally distributed, and the most compelling candidates are often willing to relocate for the right seat. Bayes Group maintains active networks across New York, London, Hong Kong, Singapore, and Dubai — the five cities where the majority of senior quant PM capital is allocated.
This geographic breadth is not a matter of having offices everywhere. It reflects years of direct engagement with portfolio managers, CIOs, and heads of research across these markets. When a multi-strategy platform in New York needs a quant equity PM, we are equally capable of sourcing from a London-based systematic fund or a Hong Kong market maker. When a Dubai-based sovereign wealth fund advisor seeks a systematic macro PM, we draw on the same global network.
Cross-border mandates are common in our practice. We handle the complexity of international compensation structures, visa considerations, and cultural alignment as a standard part of our process.
Selected Placements
Representative quant PM placements
Senior Quant Equity PM → Top-5 Multi-Strategy Platform
Relocated from London to New York to lead a newly seeded quant equity pod managing $500M+ in gross exposure.
Systematic Macro PM → Multi-Billion Systematic Fund
Placed a rates-focused systematic PM from a sell-side quant desk into a dedicated macro seat at a leading CTA.
Volatility PM → Asia-Focused Multi-Strategy Fund
Sourced a senior vol trader from a proprietary trading firm into a PM seat covering APAC index and single-stock volatility.
Stat Arb PM → Global Quantitative Hedge Fund
Identified a mid-frequency stat arb researcher and supported their transition into a portfolio management role with independent P&L.
Our Process
Three-phase retained search, built for precision
01
Define & Map
We begin with a detailed mandate discussion covering strategy focus, risk limits, infrastructure requirements, and cultural fit. From there, we map the full addressable population of qualified candidates globally, not just those actively looking.
02
Source & Assess
We engage candidates through direct, confidential outreach. Every candidate undergoes a structured assessment covering investment philosophy, track record attribution, risk management approach, and alignment with your platform.
03
Present & Close
We deliver a focused shortlist of pre-assessed candidates with detailed written profiles. Through the interview and offer process, we provide compensation benchmarking, negotiation support, and transition planning to ensure a successful close.
Start a Search
Whether you are building a new pod or replacing a senior PM, we can help you identify and secure the right candidate. Initial conversations are confidential and carry no obligation.
Start a Search →