At a Glance
- Tasks: Build and manage systematic equity arbitrage strategies in a collaborative hedge fund.
- Company: Boutique hedge fund in London with over $2bn AUM.
- Benefits: Stable environment, long-term growth potential, and impactful work.
- Other info: Opportunity for both established PMs and ambitious Quant Researchers.
- Why this job: Join a dynamic team and leverage your quantitative skills for real-world impact.
- Qualifications: Experience in systematic trading, strong Python skills, and attention to detail.
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:
- Merger Arbitrage
- Corporate Event Arbitrage
- Event / Index Arbitrage
- Special Situations
- 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.
Apply to: quanttrading@octaviusfinance.com
Systematic Equity Arbitrage Trader / Quant PM - Hedge Fund - 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 supportive work culture that fosters professional 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 - Hedge Fund - London
✨Tip Number 1
Network like a pro! Reach out to your connections in the finance and trading world. Attend industry events or webinars, and don’t be shy about introducing yourself. You never know who might have the inside scoop on opportunities at hedge funds.
✨Tip Number 2
Show off your skills! If you’ve got a solid track record or some impressive backtesting work, make sure to highlight that in conversations. Bring your A-game to discussions and demonstrate your quantitative prowess – it’s all about making an impact!
✨Tip Number 3
Get involved in relevant online communities. Join forums or social media groups focused on systematic trading and equity arbitrage. Engaging with others in the field can lead to valuable insights and potential job leads.
✨Tip Number 4
Don’t forget to apply through our website! We’re always on the lookout for talented individuals who fit the bill. Make sure your application stands out by tailoring it to the specific role and showcasing your unique strengths.
We think you need these skills to ace Systematic Equity Arbitrage Trader / Quant PM - Hedge Fund - London
Some tips for your application 🫡
Tailor Your CV:Make sure your CV is tailored to highlight your experience in systematic equity arbitrage strategies. We want to see your quantitative skills and any relevant trading experience front and centre!
Craft a Compelling Cover Letter:Your cover letter should tell us why you're the perfect fit for this role. Share your passion for systematic trading and how your background aligns with our needs. Keep it concise but impactful!
Showcase Your Skills:Don’t forget to mention your Python or quantitative programming experience! We’re keen on candidates who can leverage existing infrastructure, so highlight any relevant projects or research you've done.
Apply Through Our Website:We encourage you to apply through our website for a smoother process. It helps us keep track of applications and ensures you don’t miss out on any important updates from us!
How to prepare for a job interview at Octavius Finance
✨Know Your Strategies Inside Out
Make sure you have a solid grasp of systematic equity arbitrage strategies, especially those mentioned in the job description like merger and corporate event arbitrage. Be ready to discuss your experience with these strategies and how you've applied them in real-world scenarios.
✨Showcase Your Quant Skills
Since this role requires strong quantitative programming skills, brush up on your Python knowledge. Prepare to discuss any relevant projects or backtesting work you've done, and be ready to demonstrate your coding abilities if asked.
✨Understand the Fund's Environment
Research the hedge fund's existing strategies and infrastructure. Understanding their current operations will help you articulate how you can contribute to their expansion into event-driven and equity arbitrage strategies.
✨Prepare for Technical Questions
Expect technical questions that test your understanding of market dynamics and corporate events. Practice explaining complex concepts clearly and concisely, as communication is key in a collaborative environment.
