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Event Driven Equities Analyst - London

  • Job type: Permanent
  • Location: London
  • Salary: Competitive
  • Job reference: METR2009171811
  • Sector: Banking and Finance, Portfolio management, Selby Jennings
  • Date posted: 20/09/2017
Event Driven Equities Analyst - London

Looking for an Events Driven Equities Analyst to join a $40b US multi Strategy Hedge Fund. The focus will be working alongside the Portfolio Manager on their new Equities fund. 

You will be reporting to senior management with the opportunity to grow within the firm and be focused on event driven equities across a variety of sectors. You will focus on merger arbitrage and risk arbitrage scenarios.

Requirements:
  • Pro-active team player
  • Excellent academic record
  • Ability to present and discuss products with buy side clients
  • 3-5 years’ experience
  • IBD or Equity Event driven experience
  • Excellent valuation and modelling skills
  • Strong knowledge of financial markets
  • Strong financial modelling and writing skills
 


The successful candidate will come from another equity event driven hedge fund but we will also consider applications from candidates working within an investment bank special situations trading desk. candidates with an investment banking background in M&A are encouraged to apply.

If you feel you have the relevant experience and would be a suitable candidate you should submit a CV directly to fundmanagement(AT)selbyjennings(DOT)com or apply directly through this page.

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