Front-Office Index Rebalancing Quant — Alpha & Tools

Point One - Hedge Fund Talent; New York (NY); On-site; USD 180,000 - 240,000; Full time

Job summary

Point One - Hedge Fund Talent is seeking an Index Rebalancing Quant (Research / Development Hybrid) for a front-office role in New York. You will work at the intersection of research and engineering to discover alpha and build scalable tools for live index‑driven strategies across international markets.

You’ll develop alpha signals, partner with senior investors and portfolio managers, and help deploy production models while enhancing the team’s systematic infrastructure.

Qualifications

• 5–7 years of experience in quant research, quant dev, or hybrid roles.
• Background in systematic equities, signals research, or portfolio construction.
• Comfort working across research and production environments.

Responsibilities

• Develop and refine alpha signals related to index events and rebalancing activity.
• Collaborate with Portfolio Managers to translate research into live strategies.
• Enhance 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.

Skills

Quantitative mindset

Cross-functional collaboration

Tools

Python

C++

Job description

Point One - Hedge Fund Talent is seeking an Index Rebalancing Quant (Research / Development Hybrid) for a front-office role in New York. You will work at the intersection of research and engineering to discover alpha and build scalable tools for live index‑driven strategies across international markets.

You’ll develop alpha signals, partner with senior investors and portfolio managers, and help deploy production models while enhancing the team’s systematic infrastructure.