What We Do Global Quantitative Strategies

Global Quantitative Strategies (GQS)

Overview

GQS is one of the industry’s leading quantitative investment teams, operating a fully automated trading strategy that continually pushes the boundaries of systematic investing. Formed in late 2012, GQS is the youngest of Citadel’s five core investment strategies. Our team of quantitative researchers and engineers builds and executes algorithmic strategies across geographies, asset classes and investment horizons.

An Integrated Research Platform at Global Scale

Our edge comes from bringing together best-in-class specialists across every part of the investment process, where collaboration turns deep expertise into a collective advantage.

Our quantitative researchers and quantitative research engineers work side by side across the entire research lifecycle — from idea generation and alpha design to portfolio construction and execution — combining investment insight with scientific rigor and engineering discipline.

Highly Selective Team, Outsized Impact

GQS pairs the scale of an institutional investment business with the ability to collaborate deeply and execute with conviction. Our growth is driven by talent density, not size of the team.

Each individual contributes to commercial outcomes on a global scale. We operate as one integrated research platform rather than isolated pods, sharing ideas and expertise across the strategy. Our quants and engineers are empowered to deploy institutional-scale capital with speed, grounded in the rigor of our cutting-edge research.

Amplifying Exceptional Talent

Our team combines distinguished scholarly achievement with deep industry expertise across quantitative investing, technology, and research. Here, diverse perspectives and practical experience come together to drive results. Working alongside talent at the forefront of their fields accelerates individual development, and a platform powered by modern, agentic AI frameworks enables researchers and engineers to focus on the human-led work that is most impactful to our business.

Meaningful contributions come from early-career and experienced colleagues alike. Exceptional judgment, initiative and execution lead to opportunities to take on increasingly consequential challenges.

Along the way, our team members build upon their expertise, becoming multidimensional researchers and engineers who can identify opportunities, shape strategy and drive impact across the entire investment process.

GQS SCI

GQS SCI is a unique part of our strategy. Founded in 2026, GQS SCI leverages the core GQS platform, including execution, optimization, and monitoring tooling to rapidly bring new investment theses to market. The team combines quantitative researchers and quantitative engineers to collaborate across the entire research lifecycle, building on top of GQS’ platforms.

Based in Irvine, California, GQS SCI is led by Alexey Poyarkov and focuses on global systematic equities. Alexey brings nearly a decade of experience in the quantitative trading space at TGS and previously honed search engine algorithms, leveraging his background as a two-time Math Olympiad Gold Medalist.

Awards

2025

Markets Media - Markets Choice Awards – Best Quantitative Investment Team

EuroHedge – Global $1bn+ Manager, Equity Strategies

2024

HFM U.S. Performance Awards – Equity, Global long-term performance (5 years)

HFM U.S. Performance Awards – <strong>Equity, Global long-term performance (5 years)