Trading.
Portfolio managers and quantitative researchers across global mandates.
How we work it
Strategy styles
Stat-arb, MFT, LFT, ML
Sharpe baseline
1.5+ (2.0+ for independent PMs)
Comp range
Sub-PM to eight-figure PMs
Avg search duration
8–12 weeks
Our deepest specialism. Portfolio managers, sub-PMs, and quantitative researchers across systematic mandates — equity market neutral, crypto, macro, commodities. Particular depth in Asia and China A-share strategies, where the talent pool is opaque and primary research is essential.
Roles we run
Across the trading ladder.
/ 01Portfolio Managers — Equity · Crypto · Macro
/ 02China A-Share PMs (MFT / LFT, market neutral)
/ 03Senior Crypto Quant PMs
/ 04Quant Researchers / Sub-PMs (Global)
/ 05Quant Researchers / Sub-PMs (China-A)
/ 06ML / Reinforcement Learning Researchers
/ 07Execution Researchers (cash equities)
/ 08Research Scientists (ML, factor models)
Geographies
Hong Kong·Singapore·Shanghai·Taipei·New York·London·Paris·Zurich·Geneva·Dubai·Chicago
Currently briefing in trading