Our quantitative finance practice covers three broad areas of the market, each with its own candidate profile, technical requirements, and hiring dynamics.

On the buy-side, we work with systematic hedge funds, multi-manager platforms, and asset managers on quantitative research, portfolio construction, and machine learning research mandates. Candidates in this space typically hold advanced degrees in mathematics, physics, statistics, or computer science, and our ability to identify and engage them is built on years of direct market exposure.

On the sell-side, we recruit for desk quant and quantitative strategist roles across fixed income, credit, equities, and e-trading desks at global and regional banks. These roles sit at the intersection of research and trading, and require a clear understanding of both the technical profile and the desk culture to place successfully.

We also recruit data scientists and machine learning researchers across financial services more broadly, including banks, asset managers, and financial data and technology firms.

Across all three areas, we take a direct and targeted approach, identifying the right candidates through our own network rather than relying on volume-based sourcing, and ensuring every introduction we make is a considered one.