The race for quant & macro talent in hedge funds | Paragon Alpha

The race for quant & macro talent in hedge funds

By Matea Gucec

The demand for top-tier talent in quantitative and macro investing is at an all-time high. As the financial industry evolves, hedge funds are aggressively expanding their teams across systematic, discretionary, and cross-asset strategies.

From New York to London, Hong Kong to Dubai, we are actively hiring for career-defining roles at some of the world’s most prestigious hedge funds.

If you specialize in equities, rates, FX, commodities, credit, or volatility, now is the time to seize new opportunities, and drive alpha at the highest level.

 

Available opportunities:

  • Global Head of Systematic Options – New York
  • Head of Quant Macro – London
  • Head of Index Rebal Research – New York, London
  • Quantitative Credit Portfolio Manager – New York, London
  • Quantitative Commodities Portfolio Manager – Geneva, London
  • Quantitative ETF Trader – New York
  • Quantitative Equity Portfolio Manager – London, New York
  • Quantitative Macro Portfolio Manager – Hong Kong, London, New York
  • Quantitative Volatility Portfolio Manager – New York, London
  • Directional Macro Portfolio Manager – Global
  • Senior FX Volatility Portfolio Manager – London, Hong Kong
  • JGB Portfolio Manager – Tokyo
  • Intraday Quant Portfolio Manager – New York, London
  • ML-Driven Quant Portfolio Manager – Dubai
  • Sub-Portfolio Manager – Systematic Equities or Macro – London, New York
  • Quant Research Lead (Equity Index Rebal) – London, New York
  • Quantitative Trader – Singapore, Hong Kong
  • High Yield Credit Analyst – Multi-Strategy Hedge Fund – New York
  • Systematic Macro Volatility Portfolio Manager – London, New York

 

At Paragon Alpha, we specialize in matching exceptional talent with career-defining opportunities across the globe. Whether you're ready to make your next big move or simply exploring the market, we’re here to guide you every step of the way.

 

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