Job Description
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:
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