Index Rebalancing Quant

A leading global hedge fund is seeking an Index Rebalancing Quant (Research / Development Hybrid) to join a well-established team focused on large-scale equity strategies. This position sits at the intersection of research and engineering, with a strong emphasis on alpha discovery alongside hands-on model and tool development.

This is a front-office role offering direct collaboration with senior investors, where you’ll help shape and scale index-driven strategies across international markets .

Key Responsibilities

• Develop and refine alpha signals related to index events and rebalancing activity
• Work closely with Portfolio Managers to translate research into live strategies
• Enhance existing modelling frameworks and contribute to new model deployment
• Design and build tools to support research, analytics, and execution workflows
• Collaborate with global teams to improve strategy robustness and scalability
• Contribute to the evolution of the team’s systematic infrastructure

Requirements

• Approx. 5–7 years of experience in a quant research, quant dev, or hybrid position
• Strong coding ability in Python and/or C++
• Background in systematic equities, signals research, or portfolio construction
• Familiarity with index methodologies or event-driven strategies is a plus
• Comfort working across both research and production environments

For more information contact:

Thomas Hennelly - View email address on click.appcast.io

Graham Murphy – View email address on click.appcast.io