Systematic trading firm
The numbers that mattered
A systematic trading firm scaling its research function in Dublin, one of the hardest locations in Europe to source experienced Quant Researchers because of fierce competition from hedge funds, MFT and HFT firms and proprietary trading desks. They needed someone with the mathematical depth, coding capability and systematic trading mindset to contribute to research, modelling and signal development from day one. The challenge was finding a researcher with both the right skillset and the willingness to join a small, high-performance team.
Roles filled
Quant Researcher
Time to shortlist
Days to deliver a qualified shortlist
Still employed
Retention
Time to hire
Search completed
The client needed day one impact without the hiring tax on their founders' time. Candidate interest was high, but the bottleneck was qualification. Our task was to filter for both technical excellence and startup appetite, protecting the founders' schedule by only presenting candidates ready to execute immediately.
We built a targeted search focused on elite systematic trading talent
Our sourcing strategy was a comprehensive, multi-layered mapping of the quantitative research landscape across Ireland, the UK and Europe. We targeted elite talent within high-frequency and systematic trading environments, including prop shops and mid-frequency hedge funds, focusing on people experienced in futures, equities and complex systematic workflows.
By implementing a rigorous technical screen that evaluated proficiency in Rust and Python, statistical modelling and backtesting, we delivered a high-signal shortlist to the founders. That close alignment let us move beyond basic qualifications, refine cultural fit, and architect fast interview loops that allowed the firm to outmanoeuvre competitors and secure top-tier talent in a hyper-competitive regional market.
A key quant hire who strengthened the research team
Within 21 days we placed a Quant Researcher who provided the immediate technical depth required to advance the research roadmap. The successful candidate brought a blend of statistical modelling expertise and hands-on experience developing systematic strategies, underpinned by deep Python proficiency for signal development and backtesting.
By securing someone capable of contributing to the firm's core intellectual property from day one, we filled a critical strategic gap in one of Europe's most competitive quantitative hiring markets. The hire de-risked the early scaling phase and solidified the firm's foundational research capability during a period of rapid growth.
Shortlist in seven days. Hired in 21.
Dublin is one of the hardest places in Europe to hire quant researchers. Hedge funds, HFT desks and prop shops are all fishing in the same small pool. We had a qualified shortlist in seven days and closed the search in 21.
Elite pedigree, startup appetite
Candidate interest was never the problem. Qualification was. We filtered for mathematical depth and coding ability, then filtered again for people who actually wanted a small team. The founders only met candidates ready to execute.
Contributing to the research roadmap from week one
Statistical modelling, hands-on systematic strategy work, and enough Python to build signals rather than describe them. Still with the firm.
“Thyme delivered a candidate in a market where good researchers are almost impossible to find. The speed and quality were exactly what we needed.”
Ready to hire the right people
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