At a Glance
- Tasks: Research and develop systematic trading strategies in a collaborative hedge fund environment.
- Company: High-profile hedge fund in London with over $2bn AUM and a stable team.
- Benefits: Join a growing platform with excellent career progression and a supportive culture.
- Other info: Opportunity to work with large datasets and contribute to cutting-edge trading infrastructure.
- Why this job: Make a real impact on innovative trading strategies alongside experienced professionals.
- Qualifications: Strong background in systematic trading, Python skills, and quantitative analysis.
The predicted salary is between 60000 - 80000 € per year.
Octavius Finance are partnering exclusively with a high-profile systematic hedge fund in London to hire a Quantitative Trader with a strong background in systematic event-driven and equity arbitrage strategies. The firm is a collaborative, well-established hedge fund with more than $2bn AUM, strong infrastructure, and an excellent long-term track record. This is an opportunity to join a stable and growing platform where the successful candidate will become a senior member of the team and play a meaningful role in the continued evolution of the business. The firm has seen consistent growth over recent years and has maintained a highly stable team environment with no redundancies over the last six years.
The role will focus on the research, development, and trading of systematic equity arbitrage and event-driven strategies across global markets. The team is specifically looking for someone who combines strong quantitative and coding capabilities with genuine trading intuition and understanding of corporate events and market structure. This is a unique opportunity to join a top-tier quantitative investment platform working alongside experienced portfolio managers, quantitative researchers, and technologists within a highly collaborative environment.
Examples of relevant strategy experience include:
- Merger arbitrage
- Convertible arbitrage
- Equity index arbitrage
- Corporate event and special situations trading
- Share class relative value
- Equity volatility strategies linked to corporate events
- Index rebalancing and re-weighting strategies
Responsibilities:
- Research, develop, and implement systematic event-driven and equity arbitrage trading strategies
- Design and improve portfolio construction, execution, and risk management frameworks
- Build and enhance backtesting, monitoring, and trading infrastructure
- Analyse large datasets and corporate event information to identify alpha opportunities
- Work closely with researchers, technologists, and portfolio managers on live trading strategies
- Contribute to the ongoing evolution of the firm’s systematic trading platform
Requirements:
- Strong experience working on systematic equity arbitrage or event-driven trading strategies
- Excellent Python programming skills; experience with SQL, kdb, or other quantitative tools advantageous
- Strong quantitative and statistical modelling capabilities
- Experience working with large datasets and systematic research workflows
- Good understanding of market microstructure, execution, and risk management
- Ability to operate in a collaborative but entrepreneurial environment
- Prior buy-side experience strongly preferred, though exceptional candidates from relevant proprietary trading or sell-side quantitative teams may also be considered
The ideal candidate will likely have experience building or managing systematic strategies across areas such as merger arbitrage, event-driven equities, equity volatility, or special situations, with strong end-to-end ownership across research, trading, and infrastructure development.
To apply, please contact: quantresearch@octaviusfinance.com
Systematic Trader - Equity Arbitrage - Hedge Fund - London employer: Octavius Finance
Join a prestigious hedge fund in London that offers a dynamic and collaborative work environment, where your contributions as a Systematic Trader will be valued and impactful. With a strong focus on employee growth and a stable team culture, this firm provides excellent opportunities for professional development alongside seasoned experts in the field. Enjoy the unique advantage of working within a well-established platform that has consistently demonstrated resilience and success in the competitive finance landscape.
StudySmarter Expert Advice🤫
We think this is how you could land Systematic Trader - Equity Arbitrage - Hedge Fund - London
✨Network Like a Pro
Get out there and connect with people in the industry! Attend events, join online forums, and reach out to professionals on LinkedIn. We all know that sometimes it’s not just what you know, but who you know that can land you that dream job.
✨Show Off Your Skills
When you get the chance to chat with potential employers, don’t hold back! Share your experiences with systematic trading and any cool projects you've worked on. We want to see your passion and expertise shine through!
✨Prepare for the Interview
Do your homework before the interview! Understand the firm’s strategies and be ready to discuss how your skills align with their needs. We recommend practising common interview questions related to quantitative trading to boost your confidence.
✨Apply Through Our Website
Don’t forget to apply directly through our website! It’s the best way to ensure your application gets noticed. We’re always on the lookout for talented individuals like you to join our team!
We think you need these skills to ace Systematic Trader - Equity Arbitrage - 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 and event-driven strategies. We want to see how your skills align with the role, so don’t be shy about showcasing relevant projects or 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!
Show Off Your Technical Skills:Since this role requires strong Python programming skills, make sure to mention any relevant coding projects or experiences. If you’ve worked with SQL or other quantitative tools, let us know – we’re keen to see your technical prowess!
Apply Through Our Website:We encourage you to apply through our website for a smoother application process. It helps us keep everything organised and ensures your application gets the attention it deserves. Don’t miss out on this opportunity!
How to prepare for a job interview at Octavius Finance
✨Know Your Strategies Inside Out
Make sure you can discuss your experience with systematic equity arbitrage and event-driven strategies in detail. Be prepared to explain how you've developed and implemented these strategies, as well as the outcomes. This shows that you not only understand the theory but also have practical experience.
✨Brush Up on Your Coding Skills
Since strong Python programming skills are a must, ensure you're comfortable discussing your coding projects. You might be asked to solve a problem on the spot, so practice coding challenges related to quantitative trading. Familiarity with SQL or kdb could give you an edge, so don’t forget to review those too!
✨Understand Market Microstructure
Be ready to talk about market microstructure and how it impacts trading strategies. Understanding execution and risk management is crucial, so think of examples from your past experiences where you navigated these aspects successfully. This will demonstrate your depth of knowledge and readiness for the role.
✨Show Your Collaborative Spirit
This role requires working closely with researchers and portfolio managers, so highlight your teamwork experiences. Share specific examples of how you've collaborated in previous roles, especially in high-pressure environments. This will show that you can thrive in a collaborative yet entrepreneurial setting.
