Systematic Equities Arbitrage Researcher / Portfolio Manager
Core
Develop and trade systematic equities arbitrage strategies across event-driven opportunities including merger, convertible, and corporate actions arbitrage.
Role type
Senior systematic equities arbitrage researcher/portfolio manager
Builds
Systematic arbitrage strategies and portfolios for an investment firm
Domain
Quantitative finance, event-driven markets, relative value
Deliverable
production ML models
Required skills
Python, C++, statistical analysis, large dataset handling, quantitative research, live trading experience, portfolio construction, risk management
Preferred skills
Buy-side experience, experience across multiple systematic arbitrage strategies
Technologies
Python, C++