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Hi, we are Onyx Alpha.
Onyx Alpha Partners is a privately owned global search firm specializing in strategic talent solutions for the global quantitative finance community.
We take pride in our mission to be the 'first call' for specialist headhunting assignments. Ultimately helping you achieve positive growth.
back to selection
At the moment, our headhunters are looking for people like you. We want to become your partners in pursuing better opportunities.
We believe exceptional talent deserves exceptional companies that inspire them to exceed their limits.
Unlock your potential. Leverage our extensive network to secure your next move, so you can focus on creating alphas and building world class trading algorithms.
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Onyx Alpha will advise and help you negotiate all steps of the process, making landing your dream job a piece of cake.
our focus
quantitative
research
research
systematic
trading
trading
portfolio
management
management
We have extensive experience in recruiting for top-performing teams within quantitative hedge funds & proprietary trading firms. Our tested work and track record show we identify only the industry's true alphas, who really move the needle.
How we help
We care deeply about people, results and doing things differently by always providing intuitive solutions to your needs.
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We offer help to elite experts in their field who, whilst being taken well care of in their current settings, are often unaware of the transformative opportunities available to them amongst their competition.
The grass is not always greener, it´s just a lot sweeter – trust us, we know.
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Having spent a decade meeting, interviewing, and studying the patterns that motivate and extract the best out of the most intelligent quant minds in finance, we know exactly how to convert the mildly curious types into being actively engaged talent in their career mobility.
If that sounds like you, get in touch.
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There is no greater satisfaction than seeing our candidate network reaching new levels in their careers, enabling them to surpass personal and professional goals and of course win! Because when you win, so do we!
Let’s TalkNew Ways
We believe in the importance of strategic diversification in investing, and we apply this principle to our work.
By diversifying technical skill sets with gender, cultural, and ethnic team makeup, we create highly congruent team dynamics that contribute to out performance and retention.
Meet the CEO
Theo Morapedi is Onyx Alpha Partners' Founder and CEO. His experiences with people from all walks of life have shaped his compassionate style towards people's unique needs & desires. As a prolific executive headhunter, Theo has a track record of placing expert talent in the domain of quantitative trading, portfolio management, and technology.
He is a recognized voice within the talent search advisory space and is a long-term partner with the most respected global quantitative portfolio management teams in the world. Having led teams and held senior positions at some of the top executive recruiting firms in this market for almost a decade, it was only fitting that Theo set up his own company.
![Face shot of Onyx Alpha CEO talking on an old-style telephone](https://uploads-ssl.webflow.com/6423f331f9dd9d4c2cf0200d/642a850eb5393132e53b3809_IMG_1370%201.webp)
It’s time for
a change
a change
import numpy as np
from scipy.optimize import minimize
# Define inputs
N = 5
# Number of assets
R_i = np.array([0.1, 0.2, 0.15, 0.12, 0.25]) # Expected returns of each asset
sigma_i = np.array([0.1, 0.15, 0.2, 0.08, 0.3]) # Standard deviations of each asset
rho_ij = np.array([[1.0, 0.3, -0.2, 0.1, 0.4],
[0.3, 1.0, 0.1, -0.3, 0.2],
[-0.2, 0.1, 1.0, 0.4, -0.1],
[0.1, -0.3, 0.4, 1.0, -0.2],
[0.4, 0.2, -0.1, -0.2, 1.0]]) # Correlation matrix
r_f = 0.03 # Risk-free rate
# Define objective function to maximize Sharpe ratiodef objective(w):
R_p = np.sum(w * R_i)
sigma_p = np.sqrt(np.dot(w, np.dot(rho_ij, w)) * np.dot(sigma_i, sigma_i))
return -(R_p - r_f) / sigma_p
# Define constraint function for weights to sum to 1
def constraint(w):
return np.sum(w) - 1
# Define bounds for weights
bounds = [(0, 1)] * N
# Solve optimization problem
w0 = np.ones(N) / N # Starting point
result = minimize(objective, w0, method=‘SLSQP’, bounds=bounds, constraints={‘type’: ‘eq’, ‘fun’: constraint})
# Print optimal weights and maximum Sharpe ratio
print(‘Optimal weights:’, result.x)
print(‘Maximum Sharpe ratio:’, -result.fun)
from scipy.optimize import minimize
# Define inputs
N = 5
# Number of assets
R_i = np.array([0.1, 0.2, 0.15, 0.12, 0.25]) # Expected returns of each asset
sigma_i = np.array([0.1, 0.15, 0.2, 0.08, 0.3]) # Standard deviations of each asset
rho_ij = np.array([[1.0, 0.3, -0.2, 0.1, 0.4],
[0.3, 1.0, 0.1, -0.3, 0.2],
[-0.2, 0.1, 1.0, 0.4, -0.1],
[0.1, -0.3, 0.4, 1.0, -0.2],
[0.4, 0.2, -0.1, -0.2, 1.0]]) # Correlation matrix
r_f = 0.03 # Risk-free rate
# Define objective function to maximize Sharpe ratiodef objective(w):
R_p = np.sum(w * R_i)
sigma_p = np.sqrt(np.dot(w, np.dot(rho_ij, w)) * np.dot(sigma_i, sigma_i))
return -(R_p - r_f) / sigma_p
# Define constraint function for weights to sum to 1
def constraint(w):
return np.sum(w) - 1
# Define bounds for weights
bounds = [(0, 1)] * N
# Solve optimization problem
w0 = np.ones(N) / N # Starting point
result = minimize(objective, w0, method=‘SLSQP’, bounds=bounds, constraints={‘type’: ‘eq’, ‘fun’: constraint})
# Print optimal weights and maximum Sharpe ratio
print(‘Optimal weights:’, result.x)
print(‘Maximum Sharpe ratio:’, -result.fun)
Can you take on
this math problem?
this math problem?
Unveil the solution to this problem, demonstrating your superior quantitative abilities and we will introduce you to the best teams in the market that can match your mastery.
GEt in touch
back to selection
Our focus is partnering with investment firms who take a scientific data-driven rules-based methodology towards capital deployment and risk management.
For Onyx Alpha Partners, this style of investment begins at the intersection of discretionary and systematic portfolio management right through to highly sophisticated latency-sensitive algorithmic trading and execution.
If you are looking for a trusted advisor to support you by increasing the systematization of your investment process, we have completed many assignments with clients helping them solve such problems and we'd love to speak with you!
our focus
quantitative
research
research
systematic
trading
trading
portfolio
management
management
We have extensive experience in recruiting for top-performing teams within quantitative hedge funds & proprietary trading firms. Our tested work and track record show we identify only the industry's true alphas, who really move the needle.
We are proud to have loyal clients who recognise the work we do to move their business forward by following the number one rule in investing: diversification.
clients we’ve helped
Senior Interest Rates Options and Swaps Quant Researcher
Large US High Frequency Market Maker
Intraday Futures and Options Quant Trader
US Multi-strategy Hedge Fund
Senior Low Latency FPGA Market Structure Analyst/Trader
Large US High Frequency Market Maker
Senior Interest Rates Options and Swaps Quant Researcher
Large US High Frequency Market Maker
Intraday Futures and Options Quant Trader
US Multi-strategy Hedge Fund
Senior Low Latency FPGA Market Structure Analyst/Trader
Large US High Frequency Market Maker
Senior Stat Arb Quant Portfolio Manager
Major US Multi-Strategy Hedge Fund
Interest Rates Swaps Electronic Marketing Engineering Team Lead
Large US High Frequency Market Maker
Head of Options Automated Market Making Quant Research
Top European HFT Firm
Senior Stat Arb Quant Portfolio Manager
Major US Multi-Strategy Hedge Fund
Interest Rates Swaps Electronic Marketing Engineering Team Lead
Large US High Frequency Market Maker
Head of Options Automated Market Making Quant Research
Top European HFT Firm
Quant Trading Team Lead for Macro, Relative Value + Mid Frequency Strategies
Large US High Frequency Market Maker
High frequency Options Market Making Quant Trader
Major Asian Listed Options HFT Firm
FX Volatility Portfolio Manager
Top European HFT Firm
Quant Trading Team Lead for Macro, Relative Value + Mid Frequency Strategies
Large US High Frequency Market Maker
High frequency Options Market Making Quant Trader
Major Asian Listed Options HFT Firm
FX Volatility Portfolio Manager
Top European HFT Firm
Systematic Fixed Income RV Portfolio Manager
Largest Fixed Income Hedge Fund
Relative Value Fixed Income Swaps & Futures Quant Researcher
Large US High Frequency Market Maker
Fixed Income Systematic Quant Sub-Portfolio Manager
Multi-Strategy Hedge Fund
Systematic Fixed Income RV Portfolio Manager
Largest Fixed Income Hedge Fund
Relative Value Fixed Income Swaps & Futures Quant Researcher
Large US High Frequency Market Maker
Fixed Income Systematic Quant Sub-Portfolio Manager
Multi-Strategy Hedge Fund
New Ways
We believe in the importance of strategic diversification in investing, and we apply this principle to our work.
By diversifying technical skill sets with gender, cultural, and ethnic team makeup, we create highly congruent team dynamics that contribute to out performance and retention.
You deserve only the extraordinary.
Discover the game-changers for your team.
Meet the CEO
Theo Morapedi is Onyx Alpha Partners' Founder and CEO. His experiences with people from all walks of life have shaped his compassionate style towards people's unique needs & desires. As a prolific executive headhunter, Theo has a track record of placing expert talent in the domain of quantitative trading, portfolio management, and technology.
He is a recognized voice within the talent search advisory space and is a long-term partner with the most respected global quantitative portfolio management teams in the world. Having led teams and held senior positions at some of the top executive recruiting firms in this market for almost a decade, it was only fitting that Theo set up his own company.
![](https://uploads-ssl.webflow.com/6423f331f9dd9d4c2cf0200d/642a850eb5393132e53b3809_IMG_1370%201.webp)
GEt in touch