At a Glance
- Tasks: Build and manage systematic equity arbitrage strategies in a collaborative hedge fund.
- Company: Join a boutique hedge fund with over $2bn AUM and a strong team culture.
- Benefits: Stable environment, long-term growth potential, and the chance to make a real impact.
- Other info: Ideal for established PMs or Quant Researchers seeking strategy ownership.
- Why this job: Focus on research and strategy implementation without operational distractions.
- Qualifications: Strong quantitative trading experience and knowledge of event-driven equity trading.
The predicted salary is between 80000 - 120000 £ per year.
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 to build and manage a systematic equity arbitrage strategy. The fund currently runs established systematic global macro and equity market neutral strategies and is now looking to expand into the systematic event-driven and equity arbitrage space.
This is a genuine opportunity to join a collaborative boutique hedge fund environment managing over $2bn AUM, with existing infrastructure, execution systems and data architecture already fully in place. The successful individual will therefore be able to focus on research, signal development, portfolio construction and strategy implementation rather than operational buildout.
The team is specifically interested in candidates with experience across systematic equity arbitrage strategies including:
- Equity Relative Value linked to corporate actions and events
The ideal candidate will:
- Have strong quantitative and systematic trading experience
- Possess deep understanding of event-driven equity trading
- Have experience researching or managing systematic equity arbitrage strategies
- Demonstrate strong attention to detail and intuition around corporate events
- Be comfortable leveraging existing infrastructure, execution and data capabilities
- Have strong Python or quantitative programming experience
- Be able to demonstrate either live track record experience or substantial proprietary research / backtesting work
This role would suit either an established PM / Trader or a highly capable Quant Researcher looking to transition into a more strategy ownership-focused role. Unlike a traditional multi-manager pod setup, this fund offers a stable and collaborative environment with genuine long-term growth potential and the ability to have meaningful impact within the business.
Systematic Equity Arbitrage Trader / Quant PM in London employer: Octavius Finance
Octavius Finance offers an exceptional opportunity for a Quantitative Trader / Portfolio Manager to thrive in a collaborative boutique hedge fund environment in London. With over $2bn AUM and established infrastructure, employees can focus on impactful research and strategy implementation while enjoying a culture that fosters growth and innovation. The firm prioritises employee development and provides a unique chance to make a significant contribution to the expansion of systematic equity arbitrage strategies.
StudySmarter Expert Advice🤫
We think this is how you could land Systematic Equity Arbitrage Trader / Quant PM in London
✨Tip Number 1
Network like a pro! Reach out to your connections in the finance and trading sectors. Attend industry events or webinars where you can meet potential employers or colleagues. Remember, sometimes it’s not just what you know, but who you know!
✨Tip Number 2
Show off your skills! Create a portfolio showcasing your quantitative research, backtesting work, or any live track record you have. This will give potential employers a clear view of what you can bring to the table.
✨Tip Number 3
Prepare for interviews by brushing up on your knowledge of systematic equity arbitrage strategies. Be ready to discuss your experience with corporate actions and events, as well as your programming skills in Python. Confidence is key!
✨Tip Number 4
Don’t forget to apply through our website! We’ve got loads of opportunities that might be perfect for you. Plus, applying directly shows your enthusiasm and commitment to joining the team.
We think you need these skills to ace Systematic Equity Arbitrage Trader / Quant PM in London
Some tips for your application 🫡
Tailor Your CV:Make sure your CV is tailored to highlight your quantitative trading experience and any systematic equity arbitrage strategies you've worked on. We want to see how your skills align with the role, so don’t be shy about showcasing your relevant achievements!
Craft a Compelling Cover Letter:Your cover letter is your chance to shine! Use it to explain why you're passionate about systematic trading and how your background makes you a perfect fit for our team. Keep it concise but impactful – we love a good story!
Showcase Your Technical Skills:Since we're looking for someone with strong Python or quantitative programming experience, make sure to highlight any relevant projects or backtesting work in your application. We want to see your technical prowess in action!
Apply Through Our Website:We encourage you to apply directly through our website. It’s the best way for us to receive your application and ensures you’re considered for this exciting opportunity. Plus, it’s super easy – just a few clicks and you’re done!
How to prepare for a job interview at Octavius Finance
✨Know Your Numbers
Make sure you brush up on your quantitative skills and be ready to discuss your past trading strategies. Be prepared to explain your thought process behind specific trades, especially those related to systematic equity arbitrage.
✨Research the Fund
Dive deep into Octavius Finance and the hedge fund's existing strategies. Understand their approach to systematic event-driven trading and be ready to discuss how your experience aligns with their goals.
✨Showcase Your Technical Skills
Since strong Python or quantitative programming experience is crucial, prepare to demonstrate your coding skills. You might be asked to solve a problem on the spot, so practice coding challenges relevant to trading algorithms.
✨Prepare for Scenario Questions
Expect questions that test your intuition around corporate events and how they impact trading. Think of examples from your past where you successfully navigated similar situations and be ready to share your insights.
