Global Platform
Integrated research, trading, and technology teams operating across Europe, the Americas, and Asia — one seamless investment process.
Cambridge Mathematics · Global Markets · Est. 2009
PartIII Asset Management deploys systematic and discretionary strategies across global liquid markets, built on rigorous research and institutional-grade engineering.
Founded in 2009 by Cambridge Mathematics alumni, PartIII combines deep quantitative research with robust engineering and disciplined risk management — compounding capital responsibly for institutional investors across market cycles.
Integrated research, trading, and technology teams operating across Europe, the Americas, and Asia — one seamless investment process.
Systematic equities, macro, and relative-value strategies built on proprietary data pipelines and advanced statistical modelling.
Focused on compounding capital responsibly for institutional investors, with a culture that prioritises alignment and transparency.
PartIII was founded with a shared belief that rigorous quantitative research, robust engineering, and careful risk management can compound capital through market cycles.
We deploy capital across global equities, futures, and FX, combining systematic models with fundamental insight where it adds value. Our focus is on repeatable processes and technology that scales.
Every strategy is built on a foundation of peer-reviewed research, tested against decades of historical data and stress-tested against tail scenarios before deployment.
Join the teamWe have invested more than a decade building proprietary research infrastructure — from real-time data ingestion and factor modelling to execution management and portfolio construction.
Our engineering teams in London and Chengdu work alongside researchers to compress the cycle from idea to production, maintaining low latency and high availability across all markets.
A culture that supports rigorous research, continuous learning, and long-term careers in investing and technology.
We provide tools, mentorship, and feedback to help talented people build durable careers in markets and engineering. Every employee has access to our internal research library and ongoing education programme.
Our leadership has spent decades in risk-taking roles. Decisions are grounded in experience and a deep understanding of market risk. We eat our own cooking — partners are invested alongside clients.
Small, collaborative teams where you learn from colleagues with deep expertise in mathematics, data science, and markets. We hire fewer people and invest more in each of them.
Our leadership team brings together decades of experience across quantitative research, systematic trading, and technology.
Founder & Chief Investment Officer
PhD Mathematics, University of Cambridge. Former Head of Systematic Strategies at a global macro fund. 20 years in quantitative investment management.
Co-Founder & Head of Research
PhD Statistics, University of Cambridge. Published researcher in machine learning and financial econometrics. Previously at the Alan Turing Institute.
Chief Technology Officer
MEng Computer Science, Cambridge. Architect of PartIII's proprietary research and execution platform. Previously VP Engineering at a major US hedge fund.
Chief Risk Officer
MA Mathematics, Cambridge. 18 years in risk management across equities and derivatives. Led risk functions at two top-tier investment banks before joining PartIII.
Our global footprint is a deliberate design — proximity to the world's major financial centres, with a centralised research and risk process.
Headquarters & Core Investment Teams
Americas Trading & Research
Asia Markets & Data
Engineering & Infrastructure Hub
Our researchers and portfolio managers share thinking on markets, quantitative methods, and the evolving landscape of systematic investing.
How classical equity factors — value, momentum, quality — behave during transitions between low and high volatility regimes, and what systematic managers can do to adapt.
A practitioner's view on where ML genuinely adds alpha in the portfolio construction process, and where classical statistical methods remain superior.
With growing data availability and maturing market microstructure across the Asia-Pacific region, systematic strategies are finding new and durable sources of return.
Roles in quantitative research, engineering, and investing across our global offices — for those who want to build in markets.
Internships and analyst roles for exceptional students and recent graduates from quantitative and engineering backgrounds. We recruit from all leading universities globally.
Apply nowRoles across systematic equities, macro, data, and core engineering for those with deep domain expertise. We value breadth of perspective alongside technical depth.
Get in touchInterested in PartIII but don't see a specific role? Reach out directly and we'll be in touch. We are always looking for exceptional talent.
careers@partiii.com