Systematic Equities Arbitrage Researcher / Portfolio Manager

About the role

We are partnering with a highly regarded investment firm to expand its quantitative investment team in London. The role offers a rare chance to work on a well‑capitalised platform with strong research culture, significant autonomy, and direct impact on strategy development and portfolio performance.

Key responsibilities

• Research, develop, and enhance systematic equities arbitrage strategies.
• Generate and test alpha signals across event‑driven and relative‑value opportunities.
• Collaborate 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 platform’s systematic arbitrage capabilities across multiple sub‑strategies.

Required profile

• Proven experience within systematic equities arbitrage or quantitative event‑driven investing.
• Strong understanding of one or more areas such as merger arbitrage, convertible arbitrage, corporate actions/event arbitrage, equity index arbitrage, or related relative‑value strategies.
• Excellent quantitative background, preferably with a degree in Mathematics, Physics, Engineering, Computer Science, Statistics, or a similar discipline.
• Buy‑side experience preferred, though exceptional candidates from proprietary trading firms or leading banks are also considered.

Required skills

• Python programming.
• C++ programming.
• Handling large datasets and conducting rigorous statistical analysis.

What we offer

• 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.