Quantitative Researcher- Index Rebalance

Alexander Chapman; New York (NY); On-site; USD 165,000 - 325,000; Full time

Job summary

Join a leading hedge fund as a Senior Index Rebalance Quant in New York, focusing on developing strategies tied to index events. This high-impact role requires deep expertise in systematic research and trading, with a strong emphasis on equity indices. Perfect for experienced researchers who thrive in a data-driven, impactful environment.

Qualifications

• 5+ years of experience in systematic equity research/trading with a focus on index-driven strategies.
• Proven ability to independently research, backtest, and implement scalable strategies.
• Expertise in modeling index rebalances and ETF flows.

Responsibilities

• Develop and refine alpha-driven strategies around global index events.
• Collaborate closely with PMs and data engineers in a fast-paced environment.
• Exploit structural inefficiencies in equity indices.

Skills

Programming in Python

Programming in R

Programming in C++

Modeling index rebalances

Event-driven signals

Job description

Quantitative Researcher- Index Rebalance

Quantitative Researcher- Index Rebalance

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Senior Index Rebalance Quant Researcher/Trader – New York | Top-Tier Hedge Fund

Join a leading hedge fund in New York as a Senior Index Rebalance Quant, where you'll take ownership of strategy design and signal development focused on index events and flows. This is a high-impact role at the intersection of data science, market structure, and systematic execution — with direct PnL responsibility and significant autonomy.

Why this role stands out:

• Develop and refine alpha-driven strategies around global index events (e.g., rebalances, inclusions/exclusions, corporate actions)
• Exploit structural inefficiencies in equity indices across developed and emerging markets
• Collaborate closely with PMs, data engineers, and execution teams in a fast-paced, research-led environment
• Access industry-leading data sources, scalable compute infrastructure, and real-time execution platforms

What we’re looking for:

5+ years of experience in systematic equity research/trading, with a strong focus on index-driven strategies

Expertise in modeling index rebalances, ETF flows, passive fund behavior, and related event-driven signals

Proven ability to independently research, backtest, and implement scalable strategies

Strong programming skills in Python, R, or C++; experience handling large datasets and market microstructure data

Familiarity with major index methodologies (MSCI, FTSE, S&P) and corporate action modeling

If you’re driven by precision, pattern recognition, and event-based alpha, let’s connect. This role is ideal for researchers looking to make an outsized impact in a tightly aligned and well-capitalized team.

Seniority level

• Seniority level

  Mid-Senior level

Employment type

• Employment type

  Full-time

Job function

• Job function

  Finance

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