RE-LIANCE: "Building partnerships based on re-liant data and deep industry insight."Insights — Quant & Systematic Finance

Market Intelligence from the Inside

Compensation benchmarks, hiring strategy, market dynamics and technical content for practitioners in systematic finance. Based on live mandate data and direct market experience — not surveys.

Compensation8 min readMay 2026

The 2026 Quant Compensation Benchmark — London, New York, Singapore

Salary and P&L share data for researchers, PMs and quant developers across multi-strats, single-managers and prop firms.

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6 min read
Market IntelligenceApril 2026

Why KDB+/q Talent is the Tightest Market in Systematic Finance

The structural shortage of KDB engineers, where they come from, what they cost, and how funds are responding.

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5 min read
Hiring StrategyMarch 2026

Permanent vs Contract in Quant Engineering — When Each Makes Sense

A practical guide for hiring managers on which roles should be permanent and which should be contract.

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8 min read
Hiring StrategyFebruary 2026

Anatomy of a Multi-Strat Pod Build-Out — How a New PM Hires Their First Five Quants

A walk-through of the typical sequence for a new pod launch at a multi-strategy platform.

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7 min read
TechnicalJanuary 2026

Low-Latency Engineering: What Hiring Managers Should Actually Test For

Practical interview design for engineering managers — cache behaviour, lock-free patterns, and kernel bypass.

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Quant Finance Market Updates

We publish compensation benchmarks, market intelligence and technical hiring content for the quant and systematic finance community. New pieces published monthly.