Systematic Equity Arbitrage Trader / Quant PM – Hedge Fund – London
Octavius Finance, a specialist quantitative and systematic recruitment firm, is currently working exclusively with a London-based systematic hedge fund seeking to hire a Quantitative Trader, Portfolio Manager or Quantitative Researcher to help build and develop a systematic equity arbitrage platform.
The fund currently runs established systematic global macro and equity market neutral strategies and is now looking to expand into event-driven and equity arbitrage opportunities.
Managing over $2bn AUM, the firm offers a highly collaborative environment with established infrastructure, execution capabilities and data architecture already in place. The successful candidate will therefore be able to focus on strategy development, research and portfolio construction rather than operational buildout.
The Opportunity:
The team is interested in individuals with hands-on experience across a broad range of event-driven and equity arbitrage strategies, including:
Merger Arbitrage
Corporate Event Arbitrage
Event / Index Arbitrage
Index Rebalancing Strategies
Liquidity-Driven Trading Opportunities
Special Situations
Capital Structure Arbitrage
Equity Relative Value linked to corporate actions and events
Whilst systematic experience is highly desirable, the team is equally interested in individuals with deep event-driven expertise who possess strong quantitative capabilities and can help translate discretionary or semi-systematic processes into scalable systematic strategies.
Candidate Profile:
The ideal candidate will:
Have significant experience within event-driven, arbitrage or special situations investing
Possess a strong understanding of corporate actions, index changes, liquidity events and market structure
Have experience researching, trading or managing event-driven strategies
Demonstrate strong quantitative and analytical skills
Have experience with signal development, portfolio construction and risk management
Be comfortable working alongside quantitative researchers, developers and systematic investors
Have strong Python or quantitative programming skills
Be able to demonstrate either live trading experience or substantial proprietary research and backtesting work
Why Join?
This is a unique opportunity to help build a new capability within an established and successful hedge fund. Unlike a traditional multi-manager pod structure, the environment is stable, collaborative and designed for long-term growth.
The successful individual will have the opportunity to leverage existing infrastructure whilst helping shape the future direction of the firm's event-driven and arbitrage capabilities.
Apply to: quanttrading@octaviusfinance.com