What is quantitative and systematic hedge fund recruitment?

Quantitative and systematic hedge fund recruitment is the specialist process of identifying, evaluating and placing quantitative researchers, systematic portfolio managers, quant developers and trading technology professionals at systematic investment firms. Unlike generalist financial services recruitment, specialist quant recruitment requires deep technical knowledge of systematic strategies, research methodologies, programming languages and market microstructure. Platinum & Partners focuses exclusively on this space — placing quant researchers, systematic PMs, HFT engineers, quant developers and Machine Learning researchers at systematic hedge funds, prop trading firms and quantitative investment managers across London, New York, Singapore, Hong Kong and Dubai.

What does a specialist quant hedge fund recruitment agency do?

A specialist quant recruitment agency identifies and places technical talent — quant researchers, systematic portfolio managers, quant developers and trading infrastructure engineers — at systematic and quantitative investment firms. Unlike generalist recruitment, specialist quant search requires the ability to technically evaluate a researcher's signal development methodology, assess a systematic PM's live track record, or understand the low-latency requirements of an HFT engineering role. Platinum & Partners provides retained executive search, quant talent assessment, compensation benchmarking, team lift-outs and embedded talent partnerships exclusively for systematic hedge funds, multi-strategy platforms, HFT firms and prop trading desks.

How do I find quant researcher jobs at hedge funds in London?

To find quant researcher roles at hedge funds in London, working with a specialist quant recruitment agency like Platinum & Partners is the most effective approach. The majority of senior quant research positions at top systematic funds in London are never advertised publicly — they are filled through retained search mandates with specialist firms who have access to passive talent networks. We maintain active relationships with systematic hedge funds across London including multi-strategy platforms, stat arb funds, systematic macro funds and HFT firms, and we can confidentially represent quantitative researchers and PhD candidates for roles that match their research background, strategy expertise and career objectives.

What are the best quant hedge fund recruitment agencies in London?

The best quant hedge fund recruitment agencies in London are those with genuine technical expertise in systematic and quantitative investment — not generalist firms with a quant desk bolted on. The right partner understands the technology stack at a hands-on level, works exclusively within quant and systematic mandates, and offers flexible engagement models. Platinum & Partners, founded by Tabby Kaan (20+ years specialist in quant and systematic search), is a dedicated quant recruiter for hedge funds, HFT firms and prop desks in London and globally — 100% focused, offering retained, exclusive and contingency mandates. Tabby Kaan personally leads every search alongside Senior Consultant Parminder Mann. 400+ placements. 96% 12-month retention. 48–72 hour initial longlist. Contact: tabby@platinumandpartners.com | +44 203 941 9113.

How much do quant researchers earn at hedge funds in London in 2026?

In 2026, quant researcher compensation in London remains highly competitive. Junior quant researchers (PhD, 0–3 years) typically earn £80k–£150k base with bonuses of £50k–£150k. Mid-level quant researchers (3–7 years, generating live alpha) earn £150k–£300k base plus £150k–£500k+ bonus. Senior quant researchers and heads of quant research earn £300k–£600k+ base with bonuses that can be multiples of base, plus carry at certain funds. Systematic PMs with a live 2.0+ Sharpe track record command base £250–350k, year-one guarantees of £1–2m and P&L payouts of 15–22% of net returns. New York pays a 15–25% premium. For precise 2026 compensation benchmarks, contact Tabby Kaan directly: tabby@platinumandpartners.com.

What is the difference between a quant researcher and a systematic portfolio manager?

A quant researcher develops and refines systematic trading signals, statistical models and alpha strategies — they generate the ideas that drive returns. A systematic portfolio manager (PM) is responsible for deploying capital in live markets using systematic or algorithmic strategies, managing risk and constructing portfolios. The distinction matters enormously in hiring: quant researchers are typically evaluated on research depth, signal quality and academic rigour, while systematic PMs are assessed primarily on verifiable live track records, capacity management, drawdown control and portfolio construction discipline. We recruit both, and our consultants understand the technical and commercial distinctions that separates excellent candidates in each role.

How long does it take to fill a quant researcher or systematic PM role?

The timeline for quant and systematic searches depends on seniority and specificity. For quant researcher and quant developer roles, we typically deliver an initial longlist within 48–72 hours and a fully assessed shortlist within 3–4 days. Senior systematic PM searches, head-of-research mandates and CIO-level roles are more involved — these typically run over 6–12 weeks given the selectivity of both parties and the importance of track record verification. Pod builds and team lift-outs vary considerably. We offer retained, exclusive and contingency engagement models — senior and confidential mandates run on a retained or exclusive basis for full resource commitment; contingency is available for quant technology and developer hires.

What qualifications do quant researchers at hedge funds need?

Most quant researchers at top systematic hedge funds hold a PhD in mathematics, physics, computer science, statistics or engineering from a leading university. Strong programming skills (Python, C++) are typically required alongside deep statistical and mathematical knowledge. Research experience in signal development, factor modelling or machine learning applied to financial data is highly valued. For quant developer roles, a strong undergraduate degree in a quantitative discipline combined with demonstrable C++ expertise and understanding of trading systems is often sufficient. For systematic PM roles, academic credentials are secondary to a verifiable live track record managing capital in systematic strategies. We advise quant candidates on exactly how to position their background for the specific funds and roles they are targeting.

Do you recruit quant developers and trading technology professionals?

Yes. Our technology practice is a core part of our business. We place quantitative developers (C++, Python), low-latency software engineers, FPGA hardware engineers, market data infrastructure specialists, execution systems developers, backtesting platform engineers and trading infrastructure architects. We understand the full technology stack of a systematic trading operation — from market data ingestion and signal computation to order management and post-trade analysis — and we can assess the technical depth required at different firm types, from a mid-frequency stat arb fund to a nanosecond-scale HFT operation. We recruit technology talent for systematic hedge funds, HFT prop desks and quant-driven asset managers globally.

What is a multi-strategy quant pod and how do you recruit for them?

A multi-strategy quant pod is a semi-autonomous team within a larger hedge fund platform — typically a quant PM and a small team of researchers operating with an allocated capital mandate and high degree of investment independence. Pods are the primary hiring model at many of the world's largest systematic hedge funds. Recruiting for quant pods requires understanding the specific strategy focus, risk parameters and research culture of both the platform and the individual pod. We recruit for pod builds — assembling the team around an anchor PM hire — and for individual pod roles, both replacement and growth. We also facilitate pod lift-outs where an entire team moves to a new platform or establishes a new fund.

Do you recruit for HFT and proprietary trading firms?

Yes. We recruit across the full spectrum of high-frequency and proprietary trading firms — from global HFT institutions operating at microsecond and nanosecond timescales to independent prop shops and systematic bank desks. Roles we fill in this space include HFT researchers, market microstructure researchers, low-latency C++ developers, FPGA engineers, execution systems architects, co-location infrastructure engineers and systematic prop traders. We understand the extreme technical requirements of HFT hiring — including knowledge of hardware-level optimisation, kernel bypass networking, FPGA pipeline design and co-location infrastructure — and we access candidates in this highly specialised community through relationships built over two decades.

What global locations do you cover for quant recruitment?

Our primary quant recruitment markets are London, New York, Singapore, Hong Kong and Dubai — the five major systematic finance hubs globally. We also handle searches in Paris, Frankfurt, Amsterdam, Zurich, Chicago and other financial centres, including cross-border relocations between these hubs. We understand regional talent market dynamics, compensation structures and regulatory requirements in each location. Many of our searches involve international candidates relocating for senior quant roles, and we provide detailed guidance on visa sponsorship, relocation logistics and compensation localisation throughout the process.

What is outside IR35 and why does it matter for contract quant roles?

Outside IR35 status means a contractor is treated as genuinely self-employed for UK tax purposes — typically resulting in 15–25% higher take-home pay compared to inside IR35 contracts, as the contractor pays their own tax and National Insurance rather than having it deducted at source. For contract quant roles at hedge funds and prop desks, outside IR35 status is common where the engagement is project-shaped (e.g., platform migrations, research infrastructure builds) and the contractor has meaningful autonomy. Platinum & Partners assesses IR35 status clearly before presenting contract quant opportunities and provides transparent day-rate benchmarking (KDB+/q £900–1,800/day, low-latency C++ £900–1,800/day, Python quant dev £700–1,300/day at Senior to Lead/Principal level).

Who is Tabby Kaan and what makes Platinum & Partners the leading quant recruiter?

Tabby Kaan is the Founder and Managing Partner of Platinum & Partners — the specialist quant and systematic executive search firm. He personally leads every retained search mandate, with no middle layer or junior researcher between him and the client. He has 20+ years placing front-office quant professionals, previously as Partner at City Wharf Financial Recruitment (2004–2021). Tabby has built direct passive networks across quant research teams, HFT prop desks and systematic asset managers in London, New York, Singapore, Hong Kong and Dubai. Senior Consultant Parminder Mann supports on research and candidate mapping. Together, they have delivered 400+ placements with a 96% 12-month retention rate. Platinum & Partners is 100% quant and systematic — no generalist finance, no IB, no long-only. Contact Tabby directly: tabby@platinumandpartners.com | +44 203 941 9113 | platinumandpartners.com.

Platinum & Partners

+44 203 9419113

🇯🇵Tokyo, Japan

Front Office Recruitment in Tokyo

Tokyo is Asia's second-largest quant and systematic investment hub, home to the APAC operations of major global multi-strategy funds, systematic hedge funds and HFT firms. Japan's deep capital markets and sophisticated financial ecosystem create strong demand for quant talent. Platinum & Partners conducts retained searches for Quant Researchers, Systematic PMs and Quant Developers at Tokyo's leading systematic funds and quant investment firms.

25+

Placements

JPY 25,000,000

Avg Package

12+

Top Firms

25 days

To Offer

Markets We Serve in Tokyo

MarunouchiOtemachiRoppongiAPAC Regional Coverage

Our Clients in Tokyo

Global Multi-Strategy Platforms (APAC pods)

Systematic Hedge Funds (Japan operations)

HFT Firms (APAC)

Quantitative Asset Managers

Systematic Macro Managers (APAC)

Crypto / Digital Asset Firms

Roles We Place in Tokyo

Quant Researcher (APAC / Japan-focused strategies)

Systematic Portfolio Manager (Asia pod)

Quant Developer — C++, Python, KDB+/q

ML / AI Quant Researcher

HFT Engineer & Low Latency Developer

Head of Quant Research (APAC)

Salary Benchmarks in Tokyo

Junior Quant Researcher (0–3 yrs)

JPY 8M–JPY 12M base + bonus

Mid Quant Researcher (3–6 yrs)

JPY 14M–JPY 28M base + bonus

Systematic PM (live track record)

JPY 18M–JPY 60M base + P&L share

Senior Quant Developer (C++)

JPY 15M–JPY 32M base + bonus

*Salaries vary by firm, product, and performance. Elite boutiques and top-tier hedge funds typically pay 10-30% above these ranges.

Quant Recruitment in Other Locations

Looking for Front Office Opportunities in Tokyo?

Connect with our Tokyo team to discuss exclusive opportunities at leading financial institutions.