Special Situations Equity Research Analyst - Global Multi-Strategy Hedge Fund Location: New York City (in-office/hybrid, depending on team) Coverage: U.S. public equities only Experience: 8+ years required A leading global multi-strategy hedge fund is hiring a Special Situations Equity Research Analyst to support a small, high‑calibre PM group in New York. This is a research‑only seat : you will produce differentiated work‑product that is shared directly with 1‑2 Portfolio Managers , who will ultimately express the trades and manage risk. This opportunity is ideal for someone currently on the sell‑side who sits close to Delta‑One / program trading / central risk / index workflows and has deep familiarity with index rebalances, reconstitutions, and corporate action‑driven flows across U.S. equities. The Opportunity Join a top‑tier multi‑strat platform with institutional infrastructure, tight risk management, and strong capital base Operate in a high‑impact research function feeding ideas and analytics to a small PM group Focus on U.S. public markets with a mandate centered on event‑driven / flow‑driven special situations Build a seat around repeatable edges tied to index events, passive flows, forced buying/selling, and market dislocations Work in a team where research is valued as a core input to investment decision‑making (without execution responsibility) What You’ll Do (Core Responsibilities) Own U.S. special situations research focused on public equities, including: Index rebalances / reconstitutions (add/deletes, float changes, style shifts, eligibility events) Corporate actions and technical dislocations (spins, splits, tender offers, conversions, listings, recapitalizations) Flow‑driven anomalies connected to passive positioning, hedging demand, and liquidity constraints Partner closely with Delta‑One‑adjacent frameworks to: Translate event calendars into actionable trade setups (timing, sizing inputs, liquidity/impact considerations) Build scenario and sensitivity analysis around expected flows and second‑order effects Produce clear, PM‑ready research outputs (short‑form notes + deeper memos) with: Variant view, catalyst map, technicals/flow thesis, risk framing, and expected payoff distribution Develop and maintain repeatable research tooling (models/dashboards) to systematize event capture and monitoring Continuously monitor market structure dynamics and changes to index methodologies impacting U.S. equities Candidate Profile (What We’re Looking For) Must‑haves: 8+ years of relevant experience in sell‑side settings aligned to: Delta‑One / program trading / index / central risk / equity derivatives flow, or A dedicated index research / event‑driven equity seat with direct desk adjacency Proven expertise in index rebalance mechanics and the practical realities of: Event calendars, announcement/implementation windows, liquidity/impact, forced flows, and positioning Strong ability to convert technical / structural drivers into investable, risk‑defined trade recommendations Advanced analytical skills (modeling, data interpretation, event studies); comfort building repeatable frameworks Excellent written and verbal communication‑able to deliver crisp conclusions to PMs under time pressure Nice‑to‑haves: Familiarity with U.S. equity microstructure, execution constraints, and passive ecosystem behavior Experience collaborating with trading desks and internal stakeholders across risk, financing, and data/engineering Programming skills (Python preferred) to automate event pipelines and back‑testing workflows Why This Role High visibility : your work goes straight to the decision‑makers Pure research mandate : no execution burden‑focus on generating edge Platform + resources : strong infrastructure, data access, and institutional processes Specialized niche with real leverage: index/corporate action dislocations can be highly scalable when researched correctly Compensation Competitive base salary + discretionary bonus (aligned to impact and team performance). #J-18808-Ljbffr Selby Jennings
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