Job Summary:

An Event-Driven Strategist is responsible for identifying, analyzing, and capitalizing on market-moving events such as macroeconomic events, earnings announcements, index rebalancing, and mergers & acquisitions (M&A). The role involves designing and implementing investment strategies that leverage event-driven opportunities while managing associated risks.

Key Responsibilities:

1. Event Monitoring & Analysis

• Track and analyze macroeconomic events (e.g., interest rate changes, inflation reports, fiscal policies, central bank decisions).
• Monitor corporate earnings events, including earnings surprises, guidance revisions, and analyst upgrades/downgrades.
• Assess the impact of index rebalancing events (e.g., S&P 500, MSCI, FTSE, Russell) on stock prices and liquidity.
• Evaluate M&A activity, including deal structures, arbitrage opportunities, regulatory hurdles, and market sentiment.
• Analyze corporate actions such as buybacks, spin-offs, secondary offerings, and special dividends.

2. Strategy Development & Execution

• Develop quantitative models to forecast market reactions to macroeconomic data releases and corporate events.
• Identify arbitrage opportunities in merger deals and index inclusion/exclusion scenarios.
• Design event-driven trading strategies such as merger arbitrage, earnings momentum, and macro-event hedging.
• Optimize portfolio allocations based on upcoming corporate events and economic catalysts.
• Work with traders, portfolio managers, and risk teams to implement trade ideas.

3. Risk Management & Scenario Analysis

• Conduct stress tests and scenario analysis to assess the impact of event-driven trades on portfolio risk.
• Monitor volatility spikes and hedge against downside risks associated with macroeconomic shocks.
• Evaluate liquidity risks related to index rebalancing and earnings-driven price movements.

4. Data & Technology Utilization

• Use alternative data sources (e.g., satellite imagery, social sentiment, web traffic) to enhance event-driven insights.
• Leverage machine learning models for predictive analytics in macroeconomic and corporate event forecasting.
• Utilize financial databases and market intelligence tools (Bloomberg, FactSet, Refinitiv, Python, SQL, R) for research and execution.

Required Skills & Qualifications:

Technical & Analytical Skills:

• Strong knowledge of macroeconomics, corporate finance, and financial markets.
• Experience with event-driven investment strategies, such as merger arbitrage, earnings momentum, and macro-event trading.
• Proficiency in quantitative modelling, statistical analysis, and machine learning techniques.
• Hands-on experience with data analytics tools (Python, R, SQL, JS in Excel).
• Ability to work with market intelligence platforms (Bloomberg, FactSet, Refinitiv, Capital IQ).

Education & Experience:

• Bachelor's or Master's degree in Finance, Economics, Statistics, Computer Science, or related fields.
• 5-7 years of experience in hedge funds, investment banking, asset management, proprietary trading, or macro research.
• Previous experience in quantitative finance, risk management, or trading strategy roles is a plus.

Preferred Qualifications (Nice to Have):

✅ CFA, FRM, or CAIA certification
✅ Experience with high-frequency trading (HFT) or algorithmic trading
✅ Familiarity with big data analytics and alternative data processing
✅ Knowledge of options trading and volatility-based strategies

✅ Hands-on experience integrating LLM (Large Language Model) APIs for financial data analysis, sentiment analysis, and market forecasting