Requirements:

• Strong experience working on systematic equity arbitrage or event-driven trading strategies
• Excellent Python programming skills; experience with SQL, kdb, or other quantitative tools advantageous
• Strong quantitative and statistical modelling capabilities
• Experience working with large datasets and systematic research workflows
• Good understanding of market microstructure, execution, and risk management
• Ability to operate in a collaborative but entrepreneurial environment
• Prior buy-side experience strongly preferred, though exceptional candidates from relevant proprietary trading or sell-side quantitative teams may also be considered

The ideal candidate will likely have experience building or managing systematic strategies across areas such as merger arbitrage, event-driven equities, equity volatility, or special situations, with strong end-to-end ownership across research, trading, and infrastructure develop...