At a Glance
- Tasks: Research and develop systematic equities arbitrage strategies with real impact on portfolio performance.
- Company: Join a respected investment firm with a strong research culture in London.
- Benefits: Competitive compensation aligned with performance and significant scope for idea generation.
- Other info: Open to diverse backgrounds; ideal for those with broad exposure to multiple strategies.
- Why this job: Make a difference in a high-impact role within a collaborative and intellectually rigorous environment.
- Qualifications: Experience in systematic equities arbitrage and strong quantitative programming skills, ideally in Python or C++.
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
- 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
Desired Background
- 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
Why This Opportunity
- 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.
Please send a PDF CV to quants@ekafinance.com
Systematic Equities Arbitrage Researcher / Portfolio Manager 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 collaboration and intellectual rigor, this role provides a unique opportunity for impactful contributions to strategy development and portfolio performance, alongside competitive compensation aligned with your achievements. The firm is dedicated to fostering employee growth and encourages innovative thinking across a diverse range of systematic equities arbitrage strategies.
StudySmarter Expert Advice🤫
We think this is how you could land Systematic Equities Arbitrage Researcher / Portfolio Manager
✨Tip Number 1
Network like a pro! Reach out to your connections in the finance world, especially those in systematic equities or quantitative investing. A friendly chat can lead to insider info about job openings that aren't even advertised yet.
✨Tip Number 2
Show off your skills! Prepare a portfolio of your past projects or strategies you've developed. When you get the chance to meet potential employers, having tangible examples of your work can really set you apart from the crowd.
✨Tip Number 3
Stay updated on market trends and news. Being able to discuss current events in the finance world during interviews shows you're not just knowledgeable but also passionate about the field. It’s a great way to impress your interviewers!
✨Tip Number 4
Don’t forget to apply through our website! We’re always on the lookout for talented individuals like you. Plus, applying directly can sometimes give you an edge over other candidates who might be going through traditional channels.
We think you need these skills to ace Systematic Equities Arbitrage Researcher / Portfolio Manager
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 experiences with us!
Highlight Your Research Experience:We’re keen on candidates who can research and develop strategies. Make sure to detail any projects where you’ve generated alpha signals or analysed large datasets. This will help us understand your approach to systematic investing.
Apply Through Our Website:We encourage you to apply through our website for a smoother process. It’s the best way for us to keep track of your application and ensure it gets the attention it deserves. Don’t miss out on this opportunity!
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 a broad understanding and can contribute to the team's diverse needs.
✨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 or analyse a dataset during the interview, so practice explaining your thought process clearly.
✨Understand the Firm's Culture
Research the investment firm’s culture and values. They’re looking for someone who fits into their collaborative and intellectually rigorous environment. Be ready to discuss how your personal values align with theirs and how you can contribute to their strong research culture.
✨Prepare for Technical Questions
Expect technical questions related to statistical analysis and portfolio management. Brush up on your knowledge of risk management and portfolio construction techniques. Being able to articulate your approach to these topics will set you apart from other candidates.
