At a Glance
- Tasks: Research and develop systematic equities arbitrage strategies while analysing large datasets.
- Company: Join a respected investment firm with a strong research culture in London.
- Benefits: Competitive compensation, significant autonomy, and high-impact role.
- Other info: Collaborative environment with opportunities for idea generation and research ownership.
- Why this job: Make a real impact on strategy development and portfolio performance.
- Qualifications: Experience in systematic equities arbitrage and strong quantitative skills required.
The predicted salary is between 50000 - 70000 € per year.
We are partnering with a highly regarded investment firm looking to add a talented systematic investor to its growing quantitative investment team in London. This is a rare opportunity to join a well-capitalised platform with a strong research culture, significant autonomy, and direct impact on strategy development and portfolio performance.
We're looking for candidates with hands-on experience developing and trading systematic equities arbitrage strategies across a broad range of event-driven opportunities. Areas of interest include merger arbitrage, convertible arbitrage, corporate events arbitrage, equity index arbitrage, capital structure arbitrage, and related relative value strategies. Given the breadth of opportunity on the platform, we're especially interested in candidates with experience across multiple areas of systematic equities arbitrage rather than a single strategy vertical.
The ideal candidate will combine strong quantitative research capability with practical live trading experience and a deep understanding of systematic implementation within equities and event-driven markets.
Key Responsibilities- Research, develop, and enhance systematic equities arbitrage strategies
- Generate and test alpha signals across event-driven and relative value opportunities
- Work closely with technology and data teams to improve research infrastructure and execution capabilities
- Analyse large datasets to identify scalable trading opportunities and improve portfolio construction
- Contribute to portfolio monitoring, risk management, and ongoing strategy optimisation
- Help expand the breadth of the platform’s systematic arbitrage capabilities across multiple sub-strategies
- Proven experience within systematic equities arbitrage or quantitative event-driven investing
- Strong understanding of one or more of the following: merger arbitrage, convertible arbitrage, corporate actions/event arbitrage, equity index arbitrage, or related RV strategies
- Excellent quantitative and programming skills, ideally in Python and/or C++
- Experience handling large datasets and conducting rigorous statistical analysis
- Strong academic background in a quantitative discipline such as Mathematics, Physics, Engineering, Computer Science, Statistics, or similar
- Buy-side experience preferred, though exceptional candidates from proprietary trading firms or leading banks will also be considered
- High-impact role within a respected investment platform
- Significant scope for research ownership and idea generation
- Collaborative and intellectually rigorous environment
- Exposure across a broad range of systematic event-driven strategies
- Competitive compensation structure aligned with performance
The team is open-minded on background and particularly interested in candidates with broad exposure across multiple systematic arbitrage strategies rather than a narrow single-product focus.
Apply: Please send a PDF CV to mailto:quants@ekafinance.com
Systematic Equities Arbitrage Researcher / Portfolio Manager in London employer: Eka Finance
Join a prestigious investment firm in London that champions a strong research culture and offers significant autonomy to its employees. With a focus on systematic equities arbitrage, this role provides a unique opportunity for impactful contributions to strategy development and portfolio performance, all within a collaborative and intellectually stimulating environment. The firm prioritises employee growth through exposure to diverse strategies and a competitive compensation structure that rewards performance.
StudySmarter Expert Advice🤫
We think this is how you could land Systematic Equities Arbitrage Researcher / Portfolio Manager in London
✨Tip Number 1
Network like a pro! Reach out to professionals in the systematic equities arbitrage space on LinkedIn or at industry events. We can’t stress enough how valuable personal connections can be in landing that dream role.
✨Tip Number 2
Show off your skills! Prepare a portfolio of your quantitative research and trading strategies. We recommend having a few case studies ready to discuss during interviews to demonstrate your hands-on experience.
✨Tip Number 3
Stay updated with market trends! Regularly read up on the latest in systematic investing and event-driven strategies. This will not only help you in interviews but also show your genuine interest in the field.
✨Tip Number 4
Apply through our website! We encourage you to submit your application directly on our platform. It’s a great way to ensure your CV gets seen by the right people and shows your enthusiasm for the role.
We think you need these skills to ace Systematic Equities Arbitrage Researcher / Portfolio Manager in London
Some tips for your application 🫡
Tailor Your CV:Make sure your CV highlights your experience in systematic equities arbitrage and any relevant strategies you've worked on. We want to see how your background aligns with the role, so don’t be shy about showcasing your skills!
Showcase Your Quant Skills:Since this role requires strong quantitative abilities, include specific examples of your programming skills, especially in Python or C++. We love seeing how you’ve applied these skills in real-world scenarios, so share those details!
Highlight Your Research Experience:We’re keen on candidates who can research and develop strategies. Make sure to mention any projects where you’ve generated alpha signals or analysed large datasets. This will show us your hands-on experience and analytical prowess.
Apply Through Our Website:Don’t forget to apply through our website! It’s the best way for us to receive your application and ensures it gets into the right hands. We’re excited to see what you bring to the table!
How to prepare for a job interview at Eka Finance
✨Know Your Strategies Inside Out
Make sure you can discuss various systematic equities arbitrage strategies in detail. Be prepared to explain your experience with merger arbitrage, convertible arbitrage, and other relevant strategies. This shows that you have the breadth of knowledge they’re looking for.
✨Showcase Your Quant Skills
Brush up on your quantitative research capabilities and be ready to demonstrate your programming skills, especially in Python or C++. You might be asked to solve a problem on the spot, so practice coding challenges related to data analysis and statistical methods.
✨Prepare for Data Discussions
Since handling large datasets is crucial for this role, be ready to talk about your experience with data analysis. Think of specific examples where you identified trading opportunities or improved portfolio construction through rigorous analysis.
✨Emphasise Collaboration
This role involves working closely with technology and data teams, so highlight any past experiences where you collaborated with others to enhance research infrastructure or execution capabilities. Show that you can thrive in a team-oriented environment.
