Quantitative Researcher / Trader - Special Situations
Overview
We are seeking a Quantitative Researcher / Trader to join a specialist investment team focused on event-driven and special situations opportunities. The role will involve researching and trading systematic and discretionary-led strategies across corporate actions, mergers and acquisitions, spin-offs, restructurings, index rebalances, earnings events, capital structure dislocations, and other catalyst-driven opportunities. The successful candidate will combine strong quantitative research skills with a deep understanding of market events, identifying inefficiencies and developing scalable investment processes to capture alpha around corporate and market catalysts.
Key Responsibilities
- Research and develop quantitative models focused on event-driven and special situations opportunities.
- Analyse corporate actions including mergers, acquisitions, spin-offs, tender offers, share buybacks, index changes, and restructurings.
- Generate and evaluate alpha signals related to corporate, macroeconomic, and market-driven events.
- Conduct statistical analysis and backtesting of event-driven strategies.
- Design portfolio construction and risk management frameworks for catalyst-driven investments.
- Monitor live positions and assess risk/reward dynamics around key events.
- Evaluate alternative datasets, company filings, market data, and event calendars.
- Work closely with Portfolio Managers and Traders to implement and optimise strategies.
Required Skills & Experience
- Strong academic background in Mathematics, Statistics, Physics, Computer Science, Engineering, Economics, or a related quantitative field.
- Experience researching systematic trading or investment strategies.
- Advanced Python programming skills and strong data analysis capabilities.
- Deep understanding of statistics, probability, and predictive modelling.
- Experience working with large financial datasets and event-driven research.
- Knowledge of portfolio construction, optimisation, and risk management techniques.
- Strong understanding of equity markets and corporate events.
- Ability to take research ideas from hypothesis through implementation and monitoring.
Preferred Experience
- Experience within a hedge fund, proprietary trading firm, asset manager, investment bank, or quantitative research team.
- Exposure to merger arbitrage, capital structure arbitrage, index event trading, earnings strategies, or catalyst-driven investing.
- Knowledge of corporate actions, market microstructure, and trading execution.
- Experience with alternative data, machine learning techniques, and predictive analytics.
- Familiarity with SQL, cloud computing environments, and research infrastructure.
Candidate Profile
The ideal candidate will possess a strong quantitative foundation combined with an interest in corporate events and market catalysts. They will be capable of identifying repeatable patterns around special situations, developing scalable research frameworks, and contributing across the full investment lifecycle from idea generation and research through to live trading and portfolio management.
Special Situations Quant Researcher employer: Selby Jennings
Selby Jennings is an exceptional employer, offering a dynamic work culture that fosters collaboration and innovation in the heart of London. Employees benefit from extensive growth opportunities, competitive compensation, and a supportive environment that encourages professional development, making it an ideal place for those looking to make a meaningful impact in the finance technology sector.
