Hedge fund performance in 2025 is drawing a sharp contrast between global regions — and those differences are directly influencing where the fiercest battles for talent are taking place. As investors rotate capital toward outperforming strategies, firms are racing to secure the quants, technologists, and risk specialists who can sustain that edge.
Here’s how regional performance is impacting the job market across APAC, North America, and Europe — and what it means for hedge fund hiring in the year ahead.
APAC hedge funds have faced a complex backdrop — currency swings in Japan, China’s slower recovery, and commodities-driven volatility in Australia. Yet, many have proven resilient.
Macro & Relative Value funds have delivered the strongest returns.
Equity Long/Short performance remains highly uneven, widening the gap between top and bottom managers.
As a result, hiring is highly targeted — firms are competing aggressively for:
Quant Researchers & Data Scientists with adaptable, data-driven modelling skills
Low-Latency Engineers to sharpen execution speed
AI & ML Specialists to integrate automation into strategy
Cross-Asset Volatility Traders, particularly in Singapore and Hong Kong
Offices in Singapore and Hong Kong are expanding, with global funds shifting staff into APAC to position for long-term growth.
The strongest global performance has come from North American hedge funds, driven by:
AI-enhanced equity strategies
Semiconductor exposure
Momentum trades in tech and digital assets
This success has fuelled expansion-focused hiring, with firms offering:
Sign-on bonuses
Performance-linked compensation
In-house engineering hubs to protect alpha
Crypto and digital asset desks are re-emerging, attracting engineers and developers with blockchain and market-microstructure expertise.
Europe presents a different picture. Sluggish growth, regulatory fragmentation, and political uncertainty have forced funds to be cautious.
Rather than expanding, firms are prioritising roles that protect capital:
Risk Management
Compliance & Control
Restructuring & Portfolio Stabilisation
Hiring is more defensive than opportunistic, with fewer front-office buildouts compared to APAC and the US.
While capital seeks returns, sustainable performance will depend on who funds can hire and retain.
| Role | Why It’s in Demand |
|---|---|
| AI & ML Specialists | Strategy automation & research acceleration |
| Infrastructure & Low-Latency Engineers | Execution advantage |
| Data Pipeline Engineers | Direct integration from data to trade execution |
APAC salaries are rising as firms relocate high performers from the US and UK to Singapore and Hong Kong. Europe may experience talent poaching as weaker funds delay hiring.
Market performance may shift — but the demand for exceptional talent remains constant. The funds leading through 2026 will be those who invest in people as deliberately as they invest in strategies.
At Tribus, we work with hedge funds across APAC and beyond to connect them with the talent driving global performance shifts. Whether you're scaling a team or considering your next move, we’d be glad to connect.
How is hedge fund performance in 2025 affecting hiring across regions?
Regional performance is driving hiring priorities — North America’s strong returns are fuelling aggressive expansion, while APAC is targeting specialist talent in quant, AI, and low-latency trading. Europe, facing weaker growth, is focusing more on risk, compliance, and capital preservation roles.
Which hedge fund roles are most in demand in APAC right now?
The fastest-growing roles in APAC include Quant Researchers, Data Scientists, Low-Latency Engineers, and AI/ML specialists, particularly in Singapore and Hong Kong where global funds are expanding.
Why are hedge funds relocating talent from the US and UK into APAC?
Firms are moving talent to APAC to access faster-growing markets, favourable tax environments, and lower regulatory friction, as well as to position teams closer to key Asian exchanges and liquidity centres.
Are hedge funds in Europe still hiring in 2025?
Hiring in Europe has become selective and risk-led. Rather than expanding front-office headcount, European funds are prioritising hires in risk management, compliance, and restructuring to manage volatility and protect capital.
Will demand for AI and quant specialists continue into 2026?
Yes — AI integration, systematic strategy growth, and data-driven execution mean specialists in Python, machine learning, and infrastructure engineering are expected to remain the most competitive hires globally through 2026.
Ollie Chapman is a Principal Recruiter at Tribus, specialising in placing quant, technology, and trading professionals across global hedge funds.
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