SYSTEMATIC & ELECTRONIC MARKETS
Since inception in 2002, The Omerta Group has been committed to providing the highest quality quantitative candidates to both investment managers and client trading operations. Driven by the core belief in the importance of researching opaque markets and difficult demographics, the firm is dedicated to the evolution of scientific asset management and electronic securities trading.
Practice Area Summary
The Systematic and Electronic Markets practice was created as an organic reaction to an increased demand from The Omerta Group’s global client network. Integrated across the firm’s vertical asset class specialist teams, the practice operates as a horizontal business line, drawing from the firm’s unrivalled global footprint in equities, fixed income, currencies and commodities, research, sales and trading. Focused on providing the highest quality candidates in both agency and principal electronic trading, alpha and beta systematic research and portfolio management, as well as both traditional and alternative data driven investing.
With dedicated consultants and researchers in London, New York, Singapore and Hong Kong, our global network spans high frequency trading, medium frequency portfolio management, broker-dealer electronic trading and scientific asset management and portfolio allocation.
Our mission statement is to provide the highest level of precise and discreet headhunting to a carefully selected portfolio of clients, as The Omerta Group has done for over 15 years, continuing the brand as the leading boutique search firm for global markets.
