One of our primary focuses and areas of expertise is quantitative research. Our extensive network and industry knowledge helps us to better understand the needs of our clients and their respective, often specialised, ‘quant’ hiring requirements.

The domain of Quantitative research sees a constantly evolving candidate pool. The need for broad yet precise skills in this domain is unrelenting; equally strong mathematical, programming and technological knowledge only permitting the identification of alpha generative trading patterns and robust financial models. Here at Clifton we consistently strive to help guide our clients in step with this ever advancing talent pool and how best to identify long-term hires.

Our commitment to understanding the market goes further than just research. We actively participate with our network, directly contributing to industry knowledge. James Bailey, one of the founding partners here at Clifton, regularly engages with the Society of Quantitative Analysts and recently spoke in a talk titled “Hiring Trends In Quantitative Investment Management” alongside leading global hedge funds and industry thought leaders.