Our Quantitative Practice has built a reputation on delivering the industry's most talented and sought after individuals to our clients. Our consultants are trained by industry professionals and they regularly attend bespoke seminars hosted by our key clients and candidates – this keeps us abreast of market events and ensures we are equipped to match our client and candidate needs effectively. We believe we can offer a highly efficient service to prospective clients and always work in a strategic partnership, ensuring we are able to fill even the most complex mandates. We possess strong relationships with the world’s leading academic institutions and, using our unique proprietary tracking system, we are able to keep up to date with the career progression of potential candidates within our network.
Our team is supported by a strong research team, advertising with appropriate online media and our extensive database. The practice has extensive experience recruiting for a number of leading buy-side institutions and a select number of Investment Banks.
The team recruits across all asset classes and has completed mandates in London, the US and Asia in the following areas:
Quantitative Research
- Entry level PhD students
- Researchers for alpha generation and factor based strategy research
- Global Tactical Asset Allocation
- Quantitative Engineers / Quantitative Developers
Quantitative Analysts
- Pricing Quants
- Derivative Strategists
- Risk Analytics / Model Validation / Credit Risk
Quantitative Trading
- Automated Market Making / Latency Arbitrage / Liquidity Provision
- Alpha Based Quantitative Strategists across a multitude of frequencies and asset classes
Algorithmic Trading
- Market Microstructure Research
- VWAP/TWAP and client Execution strategies
- Pre–post trade analysis
- Limit order Research and market impact modeling
