Divide between Quants and Fund Managers

I recently read an interesting article regarding the rocky relationship between quants and fund managers at hedge funds.

The article cites a case and the conflict between the head of big data at Point72 Asset Management, Michael Recce and the head of the firm, Steve Cohen.

The first conflict between the quants and fund managers was one an intellectual level. The article describes how:

Quants struggled to communicate about the basics, like how big data could inform investment decisions. Recce’s team, which was stacked with data scientists and coders, developed trading signals but didn’t always fully explain the margin of error in the analysis to make them useful to fund managers, the people said. The strained relations between scientists and managers could be likened to a meeting between the captains of a brainy chess team and a pumped-up football squad.

Secondly, there conflict on a communication level:

When quants showed their risk analysis and trading signals to fundamental managers, they sometimes were rejected as nothing new, the people said. Quants at times wondered if managers simply didn’t want to give them credit for their ideas.

Eventually, the divide resulted in eight quants at Point72 to leave for tech companies.

For those who work in hedge funds, do you see there is this divide going on? Would you like to shed light on this? If there is, what are the steps to solve it? Personally, I think future fund managers should have some grasp of quantitative trading. I think this would allow for both sides to understand one another. With that said, I would love to hear your stories and your opinions regarding this topic.