Systematic Trader – Equity Arbitrage – Hedge Fund – London
Octavius Finance are partnering exclusively with a high-profile systematic hedge fund in London to hire a Quantitative Trader with a strong background in systematic event-driven and equity arbitrage strategies.
The firm is a collaborative, well-established hedge fund with more than $2bn AUM, strong infrastructure, and an excellent long-term track record. This is an opportunity to join a stable and growing platform where the successful candidate will become a senior member of the team and play a meaningful role in the continued evolution of the business. The firm has seen consistent growth over recent years and has maintained a highly stable team environment with no redundancies over the last six years.
The role will focus on the research, development, and trading of systematic equity arbitrage and event-driven strategies across global markets. The team is specifically looking for someone who combines strong quantitative and coding capabilities with genuine trading intuition and understanding of corporate events and market structure.
This is a unique opportunity to join a top-tier quantitative investment platform working alongside experienced portfolio managers, quantitative researchers, and technologists within a highly collaborative environment.
Examples of relevant strategy experience include:
• Merger arbitrage
• Convertible arbitrage
• Equity index arbitrage
• Corporate event and special situations trading
• Share class relative value
• Equity volatility strategies linked to corporate events
• Index rebalancing and re-weighting strategies
Responsibilities:
• Research, develop, and implement systematic event-driven and equity arbitrage trading strategies
• Design and improve portfolio construction, execution, and risk management frameworks
• Build and enhance backtesting, monitoring, and trading infrastructure
• Analyse large datasets and corporate event information to identify alpha opportunities
• Work closely with researchers, technologists, and portfolio managers on live trading strategies
• Contribute to the ongoing evolution of the firm’s systematic trading platform
Requirements:
• Strong experience working on systematic equity arbitrage or event-driven trading strategies
• Excellent Python programming skills; experience with SQL, kdb, or other quantitative tools advantageous
• Strong quantitative and statistical modelling capabilities
• Experience working with large datasets and systematic research workflows
• Good understanding of market microstructure, execution, and risk management
• Ability to operate in a collaborative but entrepreneurial environment
• Prior buy-side experience strongly preferred, though exceptional candidates from relevant proprietary trading or sell-side quantitative teams may also be considered
The ideal candidate will likely have experience building or managing systematic strategies across areas such as merger arbitrage, event-driven equities, equity volatility, or special situations, with strong end-to-end ownership across research, trading, and infrastructure development.
To apply, please contact:
quantresearch@octaviusfinance.com