Senior Index Rebalance Quant Researcher – Global Multi-Manager Hedge Fund

JR United Kingdom; Slough; On-site; GBP 80,000 - 110,000; Full time

Job summary

A leading global systematic multi-manager hedge fund is looking for a Senior Index Rebalance Quant Researcher to join their team in Slough. The role involves developing trade opportunities based on alpha signals and requires a strong background in index rebalancing and quantitative analysis. With a preference for candidates experienced in European and Asian indices, this position offers a challenging environment to contribute to innovative trading strategies.

Qualifications

• 5+ years of direct index rebalancing modeling and research experience.
• Extensive experience in global index research.
• Excellent communication skills and ability to work independently.

Responsibilities

• Focus on alpha signal generation for the portfolio managers.
• Develop and present trade opportunities to senior Portfolio Managers.

Skills

Index rebalancing modeling

Data integration into prediction models

Python

SQL

Git

C++

Global index research

Communication

Team collaboration

Job description

Social network you want to login/join with:

Senior Index Rebalance Quant Researcher – Global Multi-Manager Hedge Fund, Slough

Client:

Venture Search

Location:

Slough, United Kingdom

Job Category:

Other

EU work permit required:

Yes

Job Views:

4

Posted:

26.06.2025

Expiry Date:

10.08.2025

Job Description:

Senior Index Rebalance Quant Researcher – Global Multi-Manager Hedge Fund

Role Description:

A global systematic multi-manager hedge fund is looking for a senior Index Rebalance Quant Researcher to work with a team of seasoned Portfolio Managers, focusing on European and Asian indices.

The role can be based in Singapore, London, Paris, or Hong Kong, with a preference for coverage on MSCI. The primary responsibility is alpha signal generation, requiring a demonstrable track record in a leading Hedge Fund or Proprietary Trading in this space. The candidate will be expected to independently develop and present trade opportunities to senior Portfolio Managers.

Candidate Requirements:

• 5+ years of direct index rebalancing modeling and research experience
• Ability to integrate bespoke data sets into prediction models
• Programming skills: Python, SQL, Git; C++ is a bonus
• Extensive experience in global index research
• Excellent communication skills and ability to work independently and as part of a team