Tardis Group

Please reach out to Chihoko Oku for more information on our new JGB/JPY Swap Trader role #TardisGroup

Calling all Australian Legal Experts! - Director Level Opportunity In Singapore with an excellent Financial Services Industry Leader. We're seeking a seasoned Director-level Australian Legal professional with deep expertise in ISDA negotiations and netting for the Australian market. This is a unique opportunity to leverage your knowledge of counterparty types, product coverage, and the intricacies of Australian netting conditions. Ideal Candidate: Extensive experience in Australian ISDA negotiations and netting. In-depth understanding of Australian market regulations and counterparty landscape. Proven ability to navigate complex legal frameworks and provide strategic counsel. Exceptional communication and negotiation skills. Ready to make your mark? If you're a highly motivated legal expert seeking a challenging and rewarding role, apply now! https://lnkd.in/gmmztyDi #AustralianLaw #ISDA #Netting #LegalJobs #DirectorLevel

𝗪𝗲𝗲𝗸𝗹𝘆 𝗤𝘂𝗮𝗻𝘁 𝗠𝗮𝗻𝗱𝗮𝘁𝗲𝘀 Our desk remains very busy with quantitative research and trading mandates. The roles are mostly #systematic and focused across a range of #locations, #products, #strategies, and types of firms/seats. Please refer to our Monthly Mandates for a more comprehensive list of active roles we are currently working on across leading hedge funds and proprietary trading firms. Follow #TGQuant and #TGTrading to keep updated on our live mandates. Ryan Allen

I'm hiring a Junior Recruitment Consultant to join Tardis Group and assist the Quant Research team in West Sussex or London You’ll be able to recruit for prestigious finance and investment management companies worldwide! Reach out for more info [email protected] Horsham, West Sussex - https://lnkd.in/dGAwWRte London - https://lnkd.in/dtCvHSN4

Happy National Day of Singapore!

Here's a wrap of all our live mandates across the US and Europe for leading prop trading firms, hedge funds, and FinTech firms in software development, quant development, data, and infrastructure: ◻ SOFTWARE DEVELOPMENT ◻ ◾ Senior Software Developer - Houston / Chicago - Proprietary Trading Firm ◾ Python Developer - Chicago - Proprietary Trading Firm ◾ Senior Research/Software Engineer - Chicago - Systematic Algo Prop Trading firm ◾ Senior Software Engineer - London - Proprietary Trading Firm ◾ HPC Engineer - Chicago - Proprietary Trading Firm ◻ QUANT DEVELOPMENT ◻ ◾ Quant Developer - Chicago / New York - HFT Proprietary Trading Firm ◾ Quant Developer - London- Hedge fund ◾ Quant Developer - London - Hedge Fund ◾ Quant Developer - Paris - Hedge fund ◾ Quant Developer - Chicago - FinTech Firm ◾ Research Engineer - Chicago / New York / London - Systematic hedge fund ◻ DATA ◻ ◾ Sr. Data Engineer - New York - Hedge Fund ◾ Sr. Data Developer - London - Hedge Fund ◾ Data Engineer - Chicago - Algo Execution FinTech Trading firm ◾ Data Architect - New York - Multi-strat hedge fund ◾ Data Engineer - London - Algo Execution FinTech Trading firm ◻ INFRASTRUCTURE ◻ ◾ Sr. Infrastructure Engineer - Chicago / NY / London - Systematic hedge fund ◾ Linux Manager - Chicago - Proprietary Trading Firm ◾ HPC Engineer - Chicago - Proprietary Trading Firm Get in touch with the team for more information David John Ryan / Justas Valciukas / Lee Reynoldson / Isaac Cleary / Anesu Msimango #TardisTech #TT #software #data #quantdev #infrastructure

𝗤𝘂𝗮𝗻𝘁𝗶𝘁𝗮𝘁𝗶𝘃𝗲 𝗥𝗲𝘀𝗲𝗮𝗿𝗰𝗵 𝗮𝗻𝗱 𝗧𝗿𝗮𝗱𝗶𝗻𝗴 𝗠𝗮𝗻𝗱𝗮𝘁𝗲𝘀 | 𝗔𝗰𝘁𝗶𝘃𝗲 𝗢𝗽𝗽𝗼𝗿𝘁𝘂𝗻𝗶𝘁𝗶𝗲𝘀 We remain exceptionally busy across both our prop and hedge fund clients with a rise in 𝐧𝐞𝐰 𝐛𝐮𝐢𝐥𝐝 opportunities especially. The roles we are currently working on cover a variety of asset classes, strategies, years of experience, *locations, discretionary and systematic, and types of firms. 𝟭) We have QR opportunities that include joining a new PM/pod. 𝟮) We have QR opportunities that include joining an existing high-performing team looking to diversify. 𝟯) We have QR opportunities to join historical and legacy teams that are more research-driven and collaborative in nature. 𝟰) We have QR/QT roles that require individuals with defined alpha to build out new strategies. 𝟱) We have opportunities across Hedge Funds and Proprietary Trading firms, including significant and well-established players or mature start-ups. *Locations include: London, Amsterdam, Zug, Paris, New York, Chicago, Miami, Dubai, and remote. Each role listed should have previously been marketed individually with a more detailed synopsis of the role, firm, and responsibilities under one or both of the following hashtags: #TGQuant or #TGTrading. If you are interested in an opportunity and would be keen to discuss it in more detail, please refer to the title and location of the role and we can schedule a call. #TGQuant #TGTrading Ryan Pelham

𝐐𝐮𝐚𝐧𝐭𝐢𝐭𝐚𝐭𝐢𝐯𝐞 𝐑𝐞𝐬𝐞𝐚𝐫𝐜𝐡𝐞𝐫 - 𝐒𝐲𝐬𝐭𝐞𝐦𝐚𝐭𝐢𝐜 𝐄𝐪𝐮𝐢𝐭𝐢𝐞𝐬, 𝐏𝐨𝐫𝐭𝐟𝐨𝐥𝐢𝐨 𝐂𝐨𝐧𝐬𝐭𝐫𝐮𝐜𝐭𝐢𝐨𝐧 | 𝐋𝐨𝐧𝐝𝐨𝐧 #TGQuant A top tier global hedge fund is looking to hire a Quantitative Researcher with a focus on portfolio construction for a new systematic equities team. 𝐑𝐨𝐥𝐞 𝐅𝐨𝐜𝐮𝐬: The individual will focus on conducting alpha research and strategy development with a primary focus on portfolio construction and optimization. 𝐈𝐝𝐞𝐚𝐥 𝐂𝐚𝐧𝐝𝐢𝐝𝐚𝐭𝐞 𝐁𝐚𝐜𝐤𝐠𝐫𝐨𝐮𝐧𝐝: - 2+ years experience working within systematic equities - Experience in portfolio optimisation and construction techniques - Masters or PhD degree in a quantitative subject such as Applied Mathematics, Statistics, Computer Science or related field from a top ranked university If you are interested in learning more about this opportunity or know someone in your network who might be, please drop myself or Ryan Pelham a message.

𝗤𝘂𝗮𝗻𝘁𝗶𝘁𝗮𝘁𝗶𝘃𝗲 𝗥𝗲𝘀𝗲𝗮𝗿𝗰𝗵𝗲𝗿 - 𝗦𝘆𝘀𝘁𝗲𝗺𝗮𝘁𝗶𝗰 𝗠𝗮𝗰𝗿𝗼 #TGQuant A world-renowned global hedge fund ($XX billion AUM) is looking to hire a Quantitative Researcher in New York to work alongside a new and highly esteemed Senior Portfolio Manager. 𝗥𝗼𝗹𝗲 𝗙𝗼𝗰𝘂𝘀: This will be a #collaborative start-up team with a focus on developing mid-frequency #systematic strategies, leveraging signals derived from diverse market inefficiencies across a wide array of asset classes, encompassing #Futures and #FX. 𝗜𝗱𝗲𝗮𝗹 𝗖𝗮𝗻𝗱𝗶𝗱𝗮𝘁𝗲 𝗕𝗮𝗰𝗸𝗴𝗿𝗼𝘂𝗻𝗱: - Masters or PhD in a STEM related field - Strongly skilled in Python or C++ - 3+ years of experience in a systematic trading environment with a focus on futures or FX. *The preference is for this individual to join sooner rather than later, however, the team can wait up to 12 months for an exceptional candidate. **𝗧𝗵𝗶𝘀 𝗽𝗼𝘀𝗶𝘁𝗶𝗼𝗻 𝗻𝗲𝗰𝗲𝘀𝘀𝗶𝘁𝗮𝘁𝗲𝘀 𝘁𝗵𝗲 𝘀𝘂𝗰𝗰𝗲𝘀𝘀𝗳𝘂𝗹 𝗰𝗮𝗻𝗱𝗶𝗱𝗮𝘁𝗲 𝘁𝗼 𝘀𝗽𝗲𝗻𝗱 𝗮𝘁 𝗹𝗲𝗮𝘀𝘁 𝘁𝗵𝗲 𝗳𝗶𝗿𝘀𝘁 𝟭𝟮 𝗺𝗼𝗻𝘁𝗵𝘀 𝗶𝗻 𝗡𝗲𝘄 𝗬𝗼𝗿𝗸. 𝗙𝗼𝗹𝗹𝗼𝘄𝗶𝗻𝗴 𝘁𝗵𝗶𝘀 𝗽𝗲𝗿𝗶𝗼𝗱, 𝘁𝗵𝗲 𝗶𝗻𝗱𝗶𝘃𝗶𝗱𝘂𝗮𝗹 𝘄𝗶𝗹𝗹 𝗵𝗮𝘃𝗲 𝘁𝗵𝗲 𝗼𝗽𝘁𝗶𝗼𝗻 𝘁𝗼 𝗿𝗲𝗹𝗼𝗰𝗮𝘁𝗲 𝘁𝗼 𝗼𝗻𝗲 𝗼𝗳 𝘀𝗲𝘃𝗲𝗿𝗮𝗹 𝗴𝗹𝗼𝗯𝗮𝗹 𝗼𝗳𝗳𝗶𝗰𝗲𝘀.

Awhile ago, I took a leap of faith to join and further establish our Tardis Group Singapore office, making it one of my career highlights. With Neil MacLean's mentorship as my anchor, we've made incredible progress. So it brought me great joy to host him here in Singapore. Neil is the most underrated mentor in our industry. He’s created an incredible work culture at Tardis - one built on trust, transparency, and care over the last 35 years - globally. This has led to amazing loyalty, with many of the top recruiters in the Industry staying for over 10 years as a ''norm'' while building fulfilling personal lives. Crossing paths with Neil has been a gift. I can't wait to see what Tardis achieves next! Some Neil wisdom: "You're only as good as your data" "We trust in you, so you should trust in yourselves" "Just be honest and transparent with people and do your best" "Confidence comes from repeating good habits, preparation and good service" Thank you, Neil, Your leadership has meant a lot to us. #mentorship #leadership #recruitment #teamculture #tardisgroup #singapore Rahim MahmoodJack LaiTardis Group