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, and 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.
Apply
Please send a PDF CV to quants@ekafinance.com
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