Index Rebalancing Quant

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

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.

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 Responsibilities

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

Requirements

• Approx. 5–7 years of experience in a quant research, quant dev, or hybrid position
• Strong coding ability in Python and/or C++
• Background in systematic equities, signals research, or portfolio construction
• Familiarity with index methodologies or event‑driven strategies is a plus
• Comfort working across both research and production environments