Senior Trader / Researcher - Index Rebalancing

Location: New York, London or Hong Kong

Join a newly appointed Senior Portfolio Manager with a highly successful track record in index rebalancing at one of the world’s leading multi-strategy hedge funds.

This is an opportunity for an experienced trader or researcher to play a significant role within the Senior PM’s investment team, contributing to its index rebalancing business while developing and running complementary systematic equity strategies, including equity statistical arbitrage.

The Opportunity

• Work closely with a Senior PM with a highly successful career researching and trading index rebalancing strategies.
• Develop and manage strategies focused on global equity index events, constituent changes, rebalances and passive flows.
• Research and run complementary systematic equity strategies, including equity statistical arbitrage.
• Access established research, technology and execution resources to develop ideas and scale successful strategies.
• Take meaningful responsibility for strategy performance within a collaborative investment team.

Key Responsibilities

• Research, develop and manage systematic trading strategies across index rebalancing and related equity opportunities.
• Identify alpha arising from index methodology, anticipated constituent changes, benchmark events and passive investment flows.
• Contribute new signals and trading ideas, supported by rigorous research and realistic execution assumptions.
• Work with the Senior PM, researchers and technologists to improve portfolio construction, execution and strategy capacity.
• Monitor performance, exposures and trading costs, adapting strategies as market conditions evolve.
• Apply disciplined risk management throughout the research and trading process.

Candidate Profile

• Experience in systematic equity trading or quantitative research, with exposure to index rebalancing strategies.
• Strong quantitative and statistical skills, with experience translating investment ideas into actionable signals or live strategies.
• Familiarity with equity index events, constituent changes and the impact of passive flows.
• Experience in signal development, backtesting, portfolio construction and performance attribution.
• Strong programming skills in Python, C++, R or a comparable language.
• Sound commercial judgement, disciplined risk management and strong collaboration skills.

Preferred Experience

• A demonstrable track record of developing or running profitable index rebalancing strategies.
• Experience researching or trading equity statistical arbitrage or other complementary systematic equity strategies.
• Direct responsibility for live strategies and meaningful P&L within a hedge fund, proprietary trading firm or investment bank.

Candidates with relevant index rebalancing exposure are encouraged to apply; an independent track record in the strategy is preferred but is not required.

For a confidential discussion, please contact Elaine at View email address on click.appcast.io .