About this position
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.
\nThis is a front-office role offering direct collaboration with senior investors, where you’ll help shape and scale index-driven strategies across international markets.
\nKey Responsibilities
\n- \n
- Develop and refine alpha signals related to index events and rebalancing activity \n
- Work closely with Portfolio Managers to translate research into live strategies \n
- Enhance existing modelling frameworks and contribute to new model deployment \n
- Design and build tools to support research, analytics, and execution workflows \n
- Collaborate with global teams to improve strategy robustness and scalability \n
- Contribute to the evolution of the team’s systematic infrastructure \n
Requirements
\n- \n
- Approx. 5–7 years of experience in a quant research, quant dev, or hybrid position \n
- Strong coding ability in Python and/or C++ \n
- Background in systematic equities, signals research, or portfolio construction \n
- Familiarity with index methodologies or event-driven strategies is a plus \n
- Comfort working across both research and production environments \n
For more information contact:
\nelaine@pointonetalent.com
Location and commute
New York, NY 10261.
Plan your route with Google Maps. Travel times and transportation options vary; confirm the work location with the employer before commuting.
How to apply
Review the vacancy and complete the application on the employer or recruitment partner’s website. Requisition ID: WJ-3207227352.