Index Rebalancing Quant

Point One - Hedge Fund Talent; New York (NY); On-site; USD 150,000 - 230,000; Full time

Job summary

Point One - Hedge Fund Talent seeks an Index Rebalancing Quant (Research / Development Hybrid) in New York to join a front-office team shaping alpha through scalable index strategies. The role blends research with production-grade tooling and live deployment across international markets.

You will collaborate with senior investors, translate research into actionable signals, and contribute to robust, scalable models and infrastructure that support global trading workflows.

Qualifications

• 5-7 years of experience in quant research, quant dev, or hybrid roles.
• 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.

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

Skills

Python

C++

Quant research

Hybrid role

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