Rokos Capital Management has stepped-up its recruitment of quants and strats at its office in London's Mayfair. In the past few months, some big names have arrived. But other big names have also left.
The latest arrival is Eelco Batterink, a former executive director on the quant team at JPMorgan and ex-strat (for seven years) at Goldman Sachs. Batterink joined Rokos as a quant analyst in London earlier this month.
Rokos' biggest - and as yet unnoticed - recent quant hire, however, is Andrius Jankunas, who arrived in October 2018. A former managing director and head of EMEA and Asia commodities trading strats at Goldman Sachs, Jankunas joined Rokos as head of quantitative modelling and strategy. He previously spent nearly 18.5 years at Goldman Sachs.
Also in October, Rokos hired Ronak Shah, a former associate on Goldman's trading desk. Shah, who graduated in mathematics from Cambridge University, joined as a quantitative strategist in Mayfair.
Just as quants have arrived at Rokos, however, so too have quants left. We already reported the exit of top quant Vladimir Piterbarg for RBS in July. This month, Zouhair Rajehi, a manager at Rokos and ex-quant at Nomura also made an exit and joined Credit Suisse as head of EMEA structured product quants.
Founded by former Brevan Howard star trade Chris Rokos, Rokos Capital Management is a macro-focused hedge fund with around $8bn in assets under management.
Rokos himself previously worked for Goldman Sachs and Credit Suisse after graduating with a first class degree in mathematics from Oxford University. He appears to have a penchant for hiring from his former employers, Goldman especially. In May, for example, Rokos hired Dusan Milijancevic, a former Goldman oil trader. Last year, he recruited Ramnek Matharu, another ex-Goldman MD, as a portfolio manager.
As we reported previously, London hedge funds have been subjected to unsually heavy staff churn this year as new entrants like ExodusPoint have poached staff. Rokos hasn't been raided (unlike Millennium), but it did lose Mukesh Murarka, the former head of FX and interest rate correlation and emerging market macro trading at Morgan Stanley, to Eisler Capital this month. Murarka was at Rokos less than two years.
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