Index Rebalancing Quant

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 youll help shape and scale index-driven strategies across international markets. Key Responsibilities Develop and refine alpha signals related to index events and rebalancing activityWork closely with Portfolio Managers to translate research into live strategiesEnhance existing modelling frameworks and contribute to new model deploymentDesign and build tools to support research, analytics, and execution workflowsCollaborate with global teams to improve strategy robustness and scalabilityContribute to the evolution of the teams systematic infrastructure Requirements Approx. 57 years of experience in a quant research, quant dev, or hybrid positionStrong coding ability in Python and/or C++Background in systematic equities, signals research, or portfolio constructionFamiliarity with index methodologies or event-driven strategies is a plusComfort working across both research and production environments