Equity Index Rebalancing Strategist

Balyasny Asset Management L.P.; Singapore; On-site; SGD 120,000 - 180,000; Full time

Job summary

Balyasny Asset Management L.P. in Singapore seeks an experienced Index Analyst to lead research, modeling, and implementation of systematic equity-index rebalancing strategies.

You will work with senior investors and portfolio managers to evaluate index methodologies, identify rebalance opportunities, and enhance portfolio construction and execution. The ideal candidate has 5+ years in index rebalancing or related quantitative investing roles, strong Python development skills (pandas, NumPy,

Qualifications

• At least 5 years of relevant professional experience in index rebalancing, index arbitrage, ETF/index portfolio management, quantitative equity research, systematic trading, or a related role.
• Quantitative research specifically related to equity-index rebalancing, including index events, constituent changes, methodology-driven flows, or benchmark-tracking portfolios.
• Strong understanding of major equity-index methodologies, reconstitution and rebalance processes, corporate actions, free-float adjustments, share changes, and index-provider event mechanics.
• Programming ability in Python, including pandas, NumPy, SciPy, optimization libraries, and production-quality research workflows is preferred.

Responsibilities

• Own quantitative research initiatives related to equity-index rebalances, including additions/deletions, reconstitutions, corporate actions, methodology changes, and other index-driven events.
• Analyze index methodologies and rule changes to identify implementation implications, trading opportunities, risk factors, and potential sources of crowding.
• Develop, test, and enhance systematic models for forecasting rebalance flows, price impact, liquidity, trading costs, and post-event performance.
• Design and maintain robust Python-based research and production tools for data processing, signal generation, portfolio construction, and monitoring.
• Build and improve portfolio-optimization frameworks that balance expected return, benchmark exposure, liquidity, turnover, transaction costs, concentration, and risk constraints.
• Conduct rigorous historical analysis, back-testing, and attribution to evaluate new ideas and improve existing strategies.
• Partner with portfolio managers and traders to translate research findings into actionable trade ideas and implementation plans.
• Develop market monitors, relative-value screens, and dashboards to track upcoming rebalance events, estimated flows, positioning, liquidity, and realized outcomes.
• Evaluate relevant legal, regulatory, index-provider, and corporate-action documentation; translate key terms and event mechanics into quantitative inputs and portfolio implications.
• Help establish robust research standards, including data validation, model documentation, monitoring, and post-trade review.
• Mentor junior team members and contribute to the development of the team’s research infrastructure and investment process.

Skills

Research

Quantitative analysis

Time-series analysis

Statistical modeling

Leadership

Education

Bachelor’s degree or higher in a quantitative discipline

Tools

Python

Pandas

NumPy

SciPy

Optimization libraries

Production-quality workflows

Job description

Balyasny Asset Management L.P. in Singapore seeks an experienced Index Analyst to lead research, modeling, and implementation of systematic equity-index rebalancing strategies.

You will work with senior investors and portfolio managers to evaluate index methodologies, identify rebalance opportunities, and enhance portfolio construction and execution. The ideal candidate has 5+ years in index rebalancing or related quantitative investing roles, strong Python development skills (pandas, NumPy,