Quantitative Finance
The Quantitative Finance practice partners with financial services organizations to deliver quantitative talent that positively impacts investment and business performance.
With the continued drive in the investment industry to harness the benefits associated with quantitative analytical rigor and methodologies, we have experience working with clients who have a long history of pursuing quantitative investment strategies, as well as those who are moving to a more quantitative approach for the first time.
We have a two decade track record of successfully delivering quantitative talent across leadership, research, portfolio management, implementation, execution, risk management and analytics.
Practice Leadership
Mark Pronchick
New York
Mark Pronchick
New York
Mark is a Consultant at Dore Partnership, based in the New York office. He is responsible for executing searches across data science, data engineer, senior quantitative research, portfolio management, trading, risk, analytics, machine learning roles, as well as real estate, infrastructure and real asset roles across the investment management industry. Prior to joining Dore Partnership, he worked as a Project Manager at Guidepoint. Mark received a Bachelors in Economics and Psychology from Colgate University.
Richard Pook
New York
Richard Pook
New York
Richard is a Partner at Dore Partnership and has been based in the New York office since 2008. He is focused on searches for senior data science, machine learning and artificial intelligence professionals across industry sectors, as well as discretionary and quantitative research and portfolio management professionals for investment organizations, hedge funds, and proprietary trading firms. He received a Bachelor of Arts from the University of Bristol in the UK.
Clients Include
- Pension funds
- Sovereign wealth funds
- Endowments
- Foundations
- Family offices