Our practice focuses on identifying and delivering human capital who directly generate revenue or develop new strategies for our buy side client base.

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Our Quantitative practice works with buy side institutions and investment banks. We apply our research and search techniques across discretionary and systematic global macro funds and investment bank derivatives trading desks.

Our expertise across all asset classes covers:

  • Quantitative Strategist
  • Quantitative Trader
  • Quantitative Research
  • Quantitative Developer
Case Study:

A newly launched hedge fund in Mayfair, London engaged us to hire a high calibre Quantitative Analyst to join their high-profile business.

The client had hired a senior quant developer from a rival hedge fund who had experience of working with our “practice lead” in his previous firm. They had successfully built the foundations of the team whilst the firm was still a family office before launching as a hedge fund.

The requirement was for an ambitious Quantitative Analyst with strong development skills along with product and modelling knowledge across fixed income. The client felt it was likely that the right candidate would be working for one of the investment banks.

With our extensive mapping of the derivative quant teams across the banks we were able to quickly identify the source groups and draw up a long list. Through detailed conversations with potential candidates on the list we produced an analysis for the client.

During the interview process two candidates stood out technically. Through diligent debriefing with the candidates on our side we had identified their key drivers and advised the client on who we felt was the right individual to make an offer to.

Following the successful execution of the mandate the candidate has been instrumental in building the pricing and risk management platform for the fund which has enabled them to offer their clients a balanced and diversified investment opportunity.