Index Rebalancing Quant
Point One Hedge Fund Talent · New York, New York, United States
FULL TIMEpermanent
Job Description
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.
Do not wait to apply after reading this description a high application volume is expected for this opportunity.
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 ResponsibilitiesDevelop and refine alpha signals related to index events and rebalancing activityWork closely with Portfolio Managers to translate research into live strategiesEnhance existing modelling frameworks and contribute to new model deploymentDesign and build tools to support research, analytics, and execution workflowsCollaborate with global teams to improve strategy robustness and scalabilityContribute to the evolution of the team’s systematic infrastructure
RequirementsApprox. 5–7 years of experience in a quant xzbcwsv research, quant dev, or hybrid positionStrong coding ability in Python and/or C++Background in systematic equities, signals research, or portfolio constructionFamiliarity with index methodologies or event-driven strategies is a plusComfort working across both research and production environments
For more information contact:
Do not wait to apply after reading this description a high application volume is expected for this opportunity.
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 ResponsibilitiesDevelop and refine alpha signals related to index events and rebalancing activityWork closely with Portfolio Managers to translate research into live strategiesEnhance existing modelling frameworks and contribute to new model deploymentDesign and build tools to support research, analytics, and execution workflowsCollaborate with global teams to improve strategy robustness and scalabilityContribute to the evolution of the team’s systematic infrastructure
RequirementsApprox. 5–7 years of experience in a quant xzbcwsv research, quant dev, or hybrid positionStrong coding ability in Python and/or C++Background in systematic equities, signals research, or portfolio constructionFamiliarity with index methodologies or event-driven strategies is a plusComfort working across both research and production environments
For more information contact:
Details
| Company | Point One Hedge Fund Talent |
| Location | New York, New York, United States |
| Type | FULL TIME |
| Niche | finance |
| Experience | permanent |