Quantitative Trading and Data Science

The systematic stock selection process continues to be a dominant market within the quantitative trading space, with firms deploying a range of long-only and long-short strategies that combine varying degrees of automation. As leading quantitative trading headhunters, have a track record in delivering in the equities space, whether it’s for fully-automated trading strategies, or for strategies that are semi-systematic and combined with a discretionary overlay.

We partner with firms that engage in trend-following, relative value and asset allocation strategies to trade fixed income, currencies, commodities and equity indices in the global futures and forwards market.

We are uniquely placed to help identify talent to satisfy the demand for systematic commodities as the asset class becomes more data-intensive and conducive to quantitative methods.

Although credit is an asset class that has long been in existence, systematic credit trading is still in its relative infancy when contrasted with the systematic equities and futures markets. We partner with firms that are seeking to engage in systematic active management of credit instruments, as well as those that are hoping to enhance their fundamental credit investing through quantitative methodologies.

Bitcoin, ethereum, and altcoins present asset management firms and pension funds with an opportunity to diversify portfolios with a truly uncorrelated asset class. The newness of this market and its fundamental integration with software and technology has led to a massive demand for those who can not only trade the currencies themselves but also build the financial and technical infrastructure underpinning their exchange.