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Perspectives on quantitative talent and hiring across New York, London, APAC, and the Gulf — and the structural forces shaping quantitative and multi-strategy finance globally.
The Multi-Strategy Hiring Treadmill: Why Pod Platforms Can Never Stop Hiring
Multi-strategy platforms operate with roughly 20% annual PM turnover. At that rate, a platform with 150 portfolio managers must source, evaluate, and onboard 30 new PMs every year — before a single pod is added. Understanding the structural nature of this problem is the first step to solving it.
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— 10 articlesThe Non-Compete Reality: Why Funds Need to Hire 18 Months Ahead
The senior quant talent you want to hire is almost certainly unavailable right now — locked into notice periods and non-competes that now stretch to 21 months or longer at the major platforms. The firms winning the talent competition have adapted their approach. Most haven't.
When to Leave a Multi-Strategy Platform: A Decision Framework for Senior PMs
Most portfolio managers at multi-strategy platforms move either too early or too late. The former leave before their track record is portable. The latter leave under duress, after a difficult period, in conditions that limit their options. Here is the framework for getting the timing right.
Why Your Quant Team Structure Is Costing You Senior Hires
Most quant funds design their quantitative teams around research output efficiency — not talent pipeline development. The structural consequences show up in recruiting conversations, retention rates, and the kind of candidates who accept offers versus those who don't.
Why APAC Quant Talent Is Underpriced and Oversubscribed
The systematic trading talent pool across Hong Kong, Singapore, and Tokyo represents the best risk-adjusted hiring opportunity in quantitative finance today — and most global funds are only now realising it.
The ML Research Problem: Why Hedge Funds Keep Losing Machine Learning Talent
Hedge funds are losing ML researchers to big tech within 18 to 24 months of hiring them — and most are funding the very firms they lose talent to in the process. The structural reasons, and what the funds that hire ML talent well do differently.
The Quant Researcher Career Trap: Why Brilliant Quants Stay Junior Too Long
The most common senior stall in quantitative finance isn't a performance problem — it's a structural one. Researchers who keep generating alpha signals but never cross into portfolio management authority. Here is how to diagnose it, and the three paths out.
What Top Market Makers Actually Look for in a Head of Trading
The Head of Trading role at a sophisticated market maker is among the most technically demanding senior positions in systematic finance. Here is what separates candidates who get offers from those who don't.
How Sovereign Wealth Funds Are Winning Senior Quant Talent
Sovereign wealth funds have structural advantages that no hedge fund can replicate. Most waste them by hiring like a hedge fund anyway. The institutions that are winning the quant talent competition have figured out something different.
The Gulf Move: A Realistic Assessment for Senior Quant Specialists
The Abu Dhabi and Dubai opportunity is no longer a curiosity for senior quant specialists — it's a serious career consideration. Here is an honest look at the compensation reality, the mandate quality, and who the move actually makes sense for.
The Compensation Gap: How Multi-Strat Platforms Are Winning the PM War
Multi-strategy hedge funds have structurally re-priced portfolio manager compensation over the last three years. Understanding the mechanics helps both hiring firms and senior PMs navigate the new landscape.