2026 Buyside Job Market

Stop Applying Cold.
The Buyside Hires Differently.

Hedge funds, PE firms, and asset managers rarely post public jobs. They hire through specialist recruiters who are incentivised to get you the highest package possible.

Explore Recruiters ↓ Join the Community
~80%
HF roles via recruiters
15–25%
Recruiter fee (from your salary)
$0
Cost to you — firm pays
◆Dynamics Search ◆Glocap ◆Selby Jennings ◆Options Group ◆Oxbridge ◆JSS Search ◆Mondrian Alpha ◆Dartmouth Partners ◆Huxley ◆Eames Consulting ◆Morgan McKinley ◆True Search ◆Broadgate Search ◆Amity Search ◆Korn Ferry ◆Dynamics Search ◆Glocap ◆Selby Jennings ◆Options Group ◆Oxbridge ◆JSS Search ◆Mondrian Alpha ◆Dartmouth Partners ◆Huxley ◆Eames Consulting ◆Morgan McKinley ◆True Search ◆Broadgate Search ◆Amity Search ◆Korn Ferry
The reality
Why the buyside works this way
Things most job seekers don't know about how hedge funds, PE firms, and asset managers actually hire.
🔒

Hidden Job Market

Most hedge fund and PE roles are never posted publicly. They're filled quietly via recruiter networks before ever hitting LinkedIn or job boards.

💰

Aligned Incentives

Recruiters earn 15–25% of your first-year base salary — paid by the firm. They literally want to negotiate the biggest number for you.

👥

Warm Introductions

A recruiter vouching for you carries far more weight than a cold application. The buyside is a relationship-driven industry.

📡

Market Intelligence

Good recruiters know which funds are raising, growing, or about to hire before anyone else. They're your intelligence source.

Directory
Buyside Recruitment Firms
Contact these firms directly — introduce yourself, your background, and what you're looking for.
Dynamics Search Partners
US
One of NYC's top buyside-exclusive search firms. Deep relationships with the largest multi-managers and fundamental L/S funds.
Hedge FundsPrivate EquityQuant

Contact

🌐dynamicssearch.com
✉info@dynamicssearch.com
📍New York, NY
PM, Analyst, ResearchTop Tier
Glocap Search
US
Premier recruiter for hedge funds, private equity and venture capital. Known for placing analysts through MDs at the biggest names in finance.
Hedge FundsPrivate EquityVC

Contact

🌐glocap.com
✉info@glocap.com
📍New York, NY
Analyst, Associate, PMTop Tier
Selby Jennings
Global
Specialist financial services recruiter covering quant finance, investment management, trading, and risk. Offices across US, UK, Europe, Asia.
QuantHedge FundsAsset Mgmt

Contact

🌐selbyjennings.com
✉contact@selbyjennings.com
📍NYC · London · Singapore · Hong Kong
Quant, Data Science, Risk
Options Group
Global
25+ years placing professionals at hedge funds, banks, and AM firms. Specialises in trading, structuring, and investment management roles.
Hedge FundsTradingAsset Mgmt

Contact

🌐optionsgroup.com
✉info@optionsgroup.com
📍New York · London · Hong Kong
Trader, PM, Structurer
Oxbridge Resource Group
US
Boutique firm specialising exclusively in hedge fund and alternative investment recruiting. Strong with fundamental equity and macro roles.
Hedge FundsMacroL/S Equity

Contact

🌐oxbridgeresourcegroup.com
✉info@oxbridgeresourcegroup.com
📍New York, NY
Research Analyst, PM
JSS Search
Global
Specialist alternative investments recruiter. Focus on hedge funds, PE, and credit across research, trading and portfolio management.
Hedge FundsPrivate EquityCredit

Contact

🌐jsssearch.com
✉info@jsssearch.com
📍New York · London
Analyst, PM, Credit
Mondrian Alpha
UK
London's leading buyside-focused recruiter. Exclusively serves hedge funds and asset managers. Known for discretion and senior-level placements.
Hedge FundsAsset MgmtMacro

Contact

🌐mondrianalpha.com
✉info@mondrianalpha.com
📍London, UK
PM, Analyst, Macro TraderUK Leader
Dartmouth Partners
UK
Leading UK search firm for asset management and hedge funds. Strong in fundamental equity, fixed income, and multi-asset roles in London.
Asset MgmtHedge FundsFixed Income

Contact

🌐dartmouthpartners.com
✉info@dartmouthpartners.com
📍London, UK
Fund Manager, Analyst
Huxley Associates
Global
Financial services specialist with strong quant and technology coverage. Active in HFT, quant hedge funds, and electronic trading roles globally.
QuantHFTHedge Funds

Contact

🌐huxley.com
✉contact@huxley.com
📍London · NYC · Singapore · Sydney
Quant Researcher, Dev
Eames Consulting
UK
Specialist financial services recruiter with strong buyside coverage in London. Known for risk, quant analytics, and investment operations roles.
RiskQuantAsset Mgmt

Contact

🌐eamesconsulting.com
✉info@eamesconsulting.com
📍London, UK
Risk, Quant, Operations
Morgan McKinley
Global
Major financial services recruiter with dedicated buyside and investment management desks. Strong Asia-Pacific coverage for hedge fund roles.
Hedge FundsAsset MgmtAsia-Pac

Contact

🌐morganmckinley.com
✉info@morganmckinley.com
📍London · HK · Singapore · Dublin · Tokyo
Analyst, PM, Operations
True Search
US
Tech-forward executive search covering financial services and fintech. Active in hedge fund technology and quantitative investing roles.
QuantFintechHedge Funds

Contact

🌐truesearch.com
✉contact@truesearch.com
📍New York · San Francisco
Tech, Quant, C-Suite
Broadgate Search
UK
Boutique City of London recruiter focused on hedge funds and asset managers. Strong network across systematic and discretionary macro funds.
Hedge FundsMacroSystematic

Contact

🌐broadgatesearch.com
✉info@broadgatesearch.com
📍London, UK
Researcher, PM, Quant
Amity Search Partners
US
Boutique NYC firm exclusively focused on hedge fund talent. Well-known for placing at multi-manager platforms and single PM shops.
Hedge FundsMulti-ManagerL/S Equity

Contact

🌐amitysearchpartners.com
✉info@amitysearchpartners.com
📍New York, NY
Analyst, PM, Sector Head
Korn Ferry — Asset Mgmt
Global
World's largest executive search firm. Dedicated financial services practice covering CIO, PM and senior investment roles at AM firms and hedge funds.
ExecutiveAsset MgmtHedge Funds

Contact

🌐kornferry.com
✉solutions@kornferry.com
📍50+ countries
CIO, Senior PM, MDSenior
Templates
CV Examples That Get Interviews
Real CVs from candidates who broke into buyside roles — anonymised for privacy. Study the structure, not the names.
⚠ All personal details have been anonymised. Use this as a structural template only.

Candidate A — Market Analyst

London, UK • STEM Background • Targeting: Buyside Equity / Macro Research

Education
Master's in Engineering2017 – 2021
Top UK Research University
Professional Experience
Analytics & Sales, Equities TeamJun 2023 – Present
Major Financial Data Provider, London
  • Supported buy-side Portfolio Managers and Analysts with data-driven insights, utilising proprietary API with macroeconomic analysis to enhance investment strategies
  • Developed custom models for historical financial ratios, portfolio risk, and macro trends, aiding clients in informed equity investment decisions
  • Guided client strategies on risk exposure using VaR models, delivering actionable insights aligned with macro outlook and risk profiles
  • Conducted 100+ consultations for institutional clients
Economics & Investment Strategy AnalystJun 2022 – Jun 2023
Leading Management Consultancy, London
  • Created financial models for government projects, reducing model development time by 25% with Excel automation
  • Delivered economic impact assessments using Benefit-Cost Ratios (BCRs) for executive decision-making
Data Analytics AnalystSep 2021 – Jun 2022
Same firm — previous role
  • Built data pipelines and automated workflows with Power BI, Python, and SQL, achieving 100% process efficiency
  • Enhanced client data insights with interactive dashboards, increasing survey response rates by 75% through automation
Projects
Portfolio Optimisation & Risk AnalysisOct 2022 – Jan 2023
  • Developed an efficient frontier for a multi-asset portfolio using Monte Carlo simulations in Python
  • Optimised portfolio performance through probabilistic Sharpe ratio, analysing 2,000+ scenarios within 60 seconds
Technical Skills & Certifications
PythonSQLPower BI ExcelBloomberg TerminalBloomberg API Monte CarloVaR ModelsFRM Level 1 BMCAzure AZ-900
⚠ All personal details have been anonymised. Use this as a structural template only.

Candidate B — Trading & Portfolio

London, UK • STEM Background • Targeting: PM / Quant Trader / Structured Products

Education
MSc Engineering2019 – 2021
Top 5 UK University — Full Academic Scholarship
BSc Physical Sciences2016 – 2019
Russell Group University
Professional Experience
Trading AssistantSep 2024 – Present
Tier 1 Multi-Manager Hedge Fund, London
  • Supporting Portfolio Managers by facilitating trade bookings, managing expiry rolls, and providing detailed trade recaps with streamlined coordination across counterparties
  • Developed and implemented automation tools incorporating APIs to improve efficiency in daily workflows, reducing manual tasks and enhancing accuracy
  • Managing the full trade lifecycle including complex hedging instruments: Options, Swaps, and CDS; consulting directly with counterparty sales teams on execution and strategic objectives
Portfolio Associate (Global Desk)Apr 2022 – Sep 2024
Top 3 Global Fixed Income Asset Manager, London
  • Worked as Portfolio Associate under two senior PMs on the Global Desk
  • Streamlined internal processes across global trade floors, enhancing trade efficiency and ensuring seamless integration of new products
  • Designed and automated allocation files and option novation confirmations using SQL & Python, eliminating risk of human error (now the desk's primary confirmation system)
  • Handled trade bookings and reconciliation for PMs; created end-of-day reconciliation files improving accuracy
  • Managed NDF fixings and liaised with PMs, counterparties, and data providers to validate and monitor rates
Institutional Fixed Income SalesJan 2021 – Apr 2022
Major Financial Data Provider, London
  • Managed accounts for central banks and government financial institutions, utilising Python and R for financial modelling
  • Implemented ESG/SFDR reporting strategies; identified and mitigated out-of-model risks
  • Applied econometrics, machine learning, and advanced programming for research on large financial datasets
Software Engineering Summer InternJul 2018 – Oct 2018
Top Global Asset Manager, London
  • Worked within a major risk management platform conducting quantitative analysis and building data pipelines
Leveraged Markets Off-Cycle InternFeb 2017 – Oct 2017
European Investment Bank
  • Prepared marketing materials including newsletters, pricing updates, and pitches; collected leverage and pricing comparables
Additional
JavaPythonMATLAB SQLC++Power BI CFA Level 2 Candidate MSc Financial Engineering (in progress) 5 Languages
⚠ All personal details have been anonymised. Use this as a structural template only.

Candidate C — Finance Graduate

California, US • Business & Finance Background • Targeting: Trading Analyst / Research

Education
Bachelor's in Business & FinanceGraduated Dec 2024
Top US Private University
  • Dean's List, Varsity Athlete
Professional Experience
Trading Analyst InternJun 2024 – Aug 2024
Top 3 Global Fixed Income Asset Manager
  • Completed intensive fundamentals training programme and two specialised desk rotations
  • Municipals Desk: Developed a proposed portfolio for an insurance client by researching bonds for alpha returns while adhering to credit, risk, and governance requirements
  • IG Desk: Created and integrated a tool in the internal dashboard displaying live loan and high-yield sector credit trends over 10 fiscal quarters, used to benchmark portfolio investments
  • Responsible for daily risk reports, compiling new bond issuances and weekly CLO updates
Finance InternMay 2023 – Aug 2023
Late-Stage Tech Startup
  • Worked on finance and strategy projects for VP of Finance and Director of Sales Operations to drive revenue growth from Fortune 500 clients
  • Analysed 2-year sales pipeline using Salesforce data to develop insights on improving conversions and lowering customer acquisition costs; presented findings to C-suite
  • Conducted compensation analysis correlating target size, attainment, and total compensation
Leadership
  • University Consulting Club — Completed 11-week case programme; conducted market research and supply chain analysis in a team of 3
  • University Investing Society — Completed 8-week finance bootcamp; built DCF valuations across technology, healthcare, and retail sectors
Skills & Interests
ExcelBloomberg Terminal PowerPointPython 3 Languages30 Countries Travelled
⚠ All personal details have been anonymised. Use this as a structural template only.

Candidate D — Science Grad → Quant Researcher

London, UK • STEM Background • Targeting: Quant Researcher / Systematic Strategies

Education
MSc Mathematics & Statistics2021 – 2022
Top UK University
BSc Physics2018 – 2021
Russell Group University
Professional Experience
Junior Quant ResearcherSep 2023 – Present
Systematic Hedge Fund, London
  • Developing and backtesting alpha signals across equity and futures markets using Python and proprietary research tools
  • Built end-to-end signal pipeline: data ingestion, feature engineering, cross-validation, and live monitoring
  • Collaborated with PMs on portfolio construction, risk budgeting, and factor exposure analysis
  • Researched alternative data sources (satellite, NLP sentiment, web traffic) for signal generation
Quantitative Research InternJun 2022 – Sep 2022
Mid-Size Quant Fund, London
  • Implemented statistical arbitrage models for equity pairs trading; backtested across 5 years of data
  • Developed cointegration screening tools in Python, identifying 30+ viable pairs from a universe of 500 stocks
  • Presented research findings to the investment committee, leading to live deployment of one strategy
Data Science InternJul 2021 – Sep 2021
Major Tech Company
  • Built time-series forecasting models for demand prediction using LSTM and gradient-boosted trees
  • Automated data pipelines processing 10M+ daily records using PySpark and Airflow
Projects
  • Master's Dissertation: Applied deep reinforcement learning to portfolio allocation, outperforming equal-weight benchmark by 3.2% Sharpe
  • Kaggle Competitions: Top 5% in two financial prediction competitions (stock volatility, credit default)
Technical Skills
PythonRC++ SQLPyTorchscikit-learn PySparkGitLinux Time SeriesStochastic Calculus Monte Carlo Methods
⚠ All personal details have been anonymised. Use this as a structural template only.

Candidate E — Science Grad → Trader

London, UK • STEM Background • Targeting: Derivatives Trader / Options Market Making

Education
MSc Financial Mathematics2020 – 2021
Top 10 Global University
BSc Mathematics2017 – 2020
Russell Group University
Professional Experience
Graduate Trader — Equity DerivativesSep 2022 – Present
Tier 1 Investment Bank, London
  • Market making in single-stock and index options across European equities, managing a book of 2,000+ positions
  • Pricing exotic derivatives (barriers, autocalls, worst-of) using in-house vol surface models and Monte Carlo engines
  • Actively managing Greeks: delta-hedging intraday, rolling gamma/vega exposure, and adjusting skew positioning
  • Built Python tools to monitor real-time P&L attribution by Greek, enabling faster risk decisions during vol events
  • Generated trading ideas based on earnings vol mispricing, realised-vs-implied analysis, and term-structure dislocations
Summer Analyst — Sales & TradingJun 2021 – Aug 2021
Bulge Bracket Bank, London
  • Rotated across rates, FX, and equity derivatives desks; converted to full-time offer
  • Rates desk: Built a swap curve monitor in Python that flagged mispricing vs. futures-implied forwards
  • FX desk: Analysed central bank meeting impact on implied vol term structure across G10 pairs
Quantitative Risk InternJun 2020 – Sep 2020
Asset Management Firm
  • Developed VaR and CVaR models for a multi-asset portfolio; stress-tested against historical tail events
  • Automated weekly risk reports using Python and Excel, reducing manual effort by 80%
Projects & Competitions
  • University Options Trading Competition: 1st place — managed a simulated options book, highest risk-adjusted return out of 60 teams
  • Master's Thesis: Calibration of local-stochastic volatility models for exotic option pricing using neural networks
Technical Skills
PythonC++MATLAB SQLBloombergExcel / VBA Black-ScholesGreeks Vol Surface ModellingStochastic Calculus Monte Carlo Pricing

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